+71.6%
CVE vs NTR
+38.7%
+32.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -0.5% |
| 7D | +2.5% | +8.1% | -5.6% | -1.8% |
| 30D | +16.7% | +18.8% | -2.0% | +6.1% |
| 3M | +9.3% | +16.2% | -7.0% | +0.4% |
| 6M | +43.6% | +9.8% | +33.8% | +35.1% |
| YTD | +93.6% | +30.9% | +62.7% | +65.6% |
| 1Y | +98.8% | +41.8% | +57.0% | +62.7% |
| All | +71.6% | +38.7% | +32.9% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling