+161.3%
NOC vs CVE
+136.7%
+24.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -2.9% | -10.1% | +7.1% | -2.0% |
| 30D | +12.1% | -12.1% | +24.2% | +13.4% |
| 3M | -5.3% | -1.9% | -3.4% | -5.2% |
| 6M | -1.0% | -1.8% | +0.8% | -1.2% |
| YTD | -4.3% | +65.8% | -70.1% | -9.2% |
| 1Y | -3.6% | +60.8% | -64.5% | -8.4% |
| 3Y | +22.9% | +70.1% | -47.2% | +15.0% |
| 5Y | +60.4% | +134.8% | -74.4% | +44.2% |
| 10Y | +161.3% | +130.1% | +31.2% | +107.8% |
| All | +161.3% | +136.7% | +24.6% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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