+176.5%
CVE vs NTRS
+256.1%
-79.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -1.2% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +11.7% | +0.2% | +11.6% | +11.4% |
| 3M | +18.2% | +13.2% | +5.0% | +8.6% |
| 6M | +48.8% | +36.9% | +11.9% | +20.1% |
| YTD | +99.4% | +39.1% | +60.3% | +58.0% |
| 1Y | +97.9% | +50.4% | +47.4% | +48.2% |
| 3Y | +76.3% | +166.8% | -90.5% | -14.4% |
| 5Y | +344.6% | +92.9% | +251.8% | +156.1% |
| All | +176.5% | +256.1% | -79.6% | +11.2% |
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