+60.7%
NOK vs CVE
+158.6%
-97.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +5.4% | +5.9% | -0.6% | +4.3% |
| 30D | -14.1% | -10.9% | -3.3% | -12.5% |
| 3M | -23.6% | -4.5% | -19.1% | -23.1% |
| 6M | -45.1% | -1.0% | -44.2% | -45.3% |
| YTD | +24.7% | +74.7% | -50.0% | +12.6% |
| 1Y | +19.0% | +65.8% | -46.8% | +8.4% |
| 3Y | +147.0% | +73.2% | +73.8% | +118.2% |
| All | +60.7% | +158.6% | -97.9% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling