+1,369.0%
NOC vs CVE
+62.8%
+1,306.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -6.6% | -14.1% | +7.5% | -4.9% |
| 30D | +8.7% | -11.6% | +20.3% | +10.2% |
| 3M | -5.4% | 0.0% | -5.4% | -5.5% |
| 6M | -5.1% | -8.4% | +3.3% | -4.6% |
| YTD | -6.8% | +65.9% | -72.7% | -12.9% |
| 1Y | -6.4% | +69.4% | -75.8% | -12.9% |
| 3Y | +17.3% | +55.9% | -38.6% | +8.8% |
| 5Y | +56.3% | +146.2% | -89.8% | +34.6% |
| 10Y | +173.9% | +140.6% | +33.2% | +118.1% |
| All | +1,369.0% | +62.8% | +1,306.2% | +1,073.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling