+184.1%
NOC vs CVE
+161.7%
+22.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -5.2% | +2.5% | -7.7% | -5.4% |
| 30D | -7.2% | +16.7% | -23.9% | -8.5% |
| 3M | -5.1% | +9.3% | -14.4% | -6.0% |
| 6M | -31.1% | +43.6% | -74.7% | -33.6% |
| YTD | -8.6% | +93.6% | -102.2% | -14.4% |
| 1Y | -9.7% | +98.8% | -108.5% | -15.8% |
| 3Y | +24.3% | +73.6% | -49.3% | +16.3% |
| 5Y | +52.6% | +312.5% | -259.8% | +30.9% |
| All | +184.1% | +161.7% | +22.4% | +125.9% |
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