+233.7%
CVE vs NTR
+83.8%
+149.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | -10.1% | +3.0% | -13.0% | -12.3% |
| 30D | -12.1% | +7.1% | -19.2% | -17.0% |
| 3M | -1.9% | +13.1% | -15.0% | -11.4% |
| 6M | -1.8% | +7.6% | -9.4% | -8.3% |
| YTD | +65.8% | +20.0% | +45.8% | +40.5% |
| 1Y | +60.8% | +30.2% | +30.7% | +27.6% |
| 3Y | +70.1% | +46.8% | +23.3% | +17.7% |
| 5Y | +134.8% | +22.7% | +112.0% | +61.3% |
| All | +233.7% | +83.8% | +149.8% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling