+71.4%
CVE vs NTRS
+467.5%
-396.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | +5.9% | +3.2% | +2.8% | +3.9% |
| 30D | -10.9% | +9.6% | -20.4% | -16.1% |
| 3M | -4.5% | -6.0% | +1.5% | -1.5% |
| 6M | -1.0% | +10.4% | -11.4% | -8.4% |
| YTD | +74.7% | +32.5% | +42.3% | +41.4% |
| 1Y | +65.8% | +41.2% | +24.6% | +28.5% |
| 3Y | +73.2% | +173.4% | -100.2% | -17.2% |
| 5Y | +155.6% | +65.0% | +90.6% | +63.1% |
| 10Y | +149.3% | +192.3% | -43.0% | +6.4% |
| All | +71.4% | +467.5% | -396.1% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling