+89.9%
CVE vs NTRS
+494.2%
-404.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.2% |
| 30D | +16.7% | +1.7% | +15.0% | +15.3% |
| 3M | +9.3% | +8.9% | +0.4% | +2.8% |
| 6M | +43.6% | +30.6% | +13.0% | +19.1% |
| YTD | +93.6% | +38.7% | +54.9% | +53.2% |
| 1Y | +98.8% | +48.1% | +50.7% | +49.9% |
| 3Y | +73.6% | +165.5% | -91.9% | -15.3% |
| 5Y | +312.5% | +85.6% | +226.9% | +143.8% |
| 10Y | +161.0% | +246.1% | -85.0% | +0.3% |
| All | +89.9% | +494.2% | -404.3% | -50.5% |
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