+69.2%
CVE vs NTRS
+176.8%
-107.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -10.8% | +5.6% | -16.4% | -12.4% |
| 3M | -4.3% | -4.4% | 0.0% | -3.3% |
| 6M | -1.5% | +12.0% | -13.5% | -5.8% |
| YTD | +70.7% | +32.8% | +37.9% | +51.6% |
| 1Y | +58.1% | +40.0% | +18.1% | +37.1% |
| All | +69.2% | +176.8% | -107.6% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling