-5.7%
NOK vs CVE
+61.8%
-67.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | -10.5% | -16.1% | +5.6% | -6.6% |
| 30D | -27.9% | -10.4% | -17.5% | -26.0% |
| 3M | -18.8% | -2.4% | -16.4% | -18.6% |
| 6M | -41.9% | -4.4% | -37.5% | -41.8% |
| YTD | +18.4% | +64.9% | -46.6% | +3.2% |
| 1Y | +10.9% | +66.0% | -55.2% | -3.7% |
| 3Y | +137.9% | +57.7% | +80.2% | +104.0% |
| 5Y | +47.8% | +144.7% | -96.9% | +7.7% |
| 10Y | +116.4% | +139.2% | -22.9% | +31.6% |
| All | -5.7% | +61.8% | -67.5% | -34.5% |
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