+341.6%
CVE vs NTRS
+87.6%
+254.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +2.9% |
| 7D | +0.2% | +1.7% | -1.5% | -0.5% |
| 30D | +17.5% | +0.1% | +17.4% | +17.3% |
| 3M | +16.2% | +9.8% | +6.4% | +11.6% |
| 6M | +47.8% | +34.7% | +13.1% | +30.3% |
| YTD | +98.5% | +37.4% | +61.1% | +72.7% |
| 1Y | +109.8% | +48.2% | +61.6% | +76.3% |
| 3Y | +75.5% | +163.5% | -88.0% | +12.6% |
| 5Y | +341.6% | +88.2% | +253.4% | +202.8% |
| All | +341.6% | +87.6% | +254.0% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling