+146.9%
CVE vs NTRS
+188.7%
-41.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +4.6% | +3.7% | +1.0% | +2.3% |
| 30D | -12.0% | +6.1% | -18.1% | -15.5% |
| 3M | -3.8% | -6.7% | +2.9% | -0.4% |
| 6M | -2.7% | +10.5% | -13.2% | -9.9% |
| YTD | +73.6% | +32.0% | +41.6% | +41.0% |
| 1Y | +62.0% | +37.0% | +25.0% | +28.2% |
| 3Y | +72.7% | +173.6% | -100.9% | -18.0% |
| 5Y | +153.9% | +64.4% | +89.5% | +63.9% |
| All | +146.9% | +188.7% | -41.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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