+123.8%
NOK vs CVE
+136.7%
-12.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.7% |
| 7D | -1.4% | -10.1% | +8.6% | +0.5% |
| 30D | -21.0% | -12.1% | -8.9% | -19.2% |
| 3M | -12.6% | -1.9% | -10.7% | -12.5% |
| 6M | -36.2% | -1.8% | -34.4% | -36.3% |
| YTD | +26.4% | +65.8% | -39.4% | +14.2% |
| 1Y | +19.6% | +60.8% | -41.3% | +8.5% |
| 3Y | +152.6% | +70.1% | +82.4% | +122.5% |
| 5Y | +57.3% | +134.8% | -77.5% | +26.3% |
| 10Y | +123.8% | +130.1% | -6.3% | +46.0% |
| All | +123.8% | +136.7% | -12.9% | +46.0% |
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