+161.4%
NOC vs CVE
+144.4%
+17.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | +0.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +13.6% | -10.8% | +24.4% | +14.7% |
| 3M | -3.9% | -4.3% | +0.5% | -3.6% |
| 6M | +1.4% | -1.5% | +2.9% | +1.2% |
| YTD | -2.2% | +70.7% | -72.9% | -7.5% |
| 1Y | -1.2% | +58.1% | -59.3% | -5.9% |
| 3Y | +25.0% | +69.8% | -44.8% | +17.0% |
| 5Y | +66.0% | +148.9% | -82.9% | +48.5% |
| 10Y | +161.4% | +143.5% | +17.9% | +108.3% |
| All | +161.4% | +144.4% | +17.0% | +108.3% |
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