+112.7%
NOK vs CVE
+159.5%
-46.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.9% |
| 7D | -1.8% | +2.5% | -4.3% | -2.2% |
| 30D | +4.7% | +16.7% | -12.0% | +1.7% |
| 3M | -39.7% | +9.3% | -48.9% | -40.8% |
| 6M | +23.1% | +43.6% | -20.5% | +14.6% |
| YTD | +55.0% | +93.6% | -38.6% | +36.3% |
| 1Y | +118.0% | +98.8% | +19.3% | +90.2% |
| 3Y | +170.5% | +73.6% | +96.9% | +137.4% |
| 5Y | +84.9% | +312.5% | -227.6% | +33.7% |
| All | +112.7% | +159.5% | -46.7% | +33.6% |
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