-6.7%
NOC vs CVE
+67.8%
-74.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -5.8% | -16.1% | +10.3% | -4.6% |
| 30D | +10.9% | -10.4% | +21.3% | +11.9% |
| 3M | -7.1% | -2.4% | -4.7% | -6.7% |
| 6M | -5.3% | -4.4% | -0.9% | -4.9% |
| YTD | -6.8% | +64.9% | -71.7% | -15.2% |
| 1Y | -6.7% | +66.0% | -72.7% | -15.3% |
| All | -6.7% | +67.8% | -74.5% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling