+808.8%
NOW vs CVE
+159.5%
+649.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | -2.4% | +2.5% | -4.9% | -2.7% |
| 30D | +20.5% | +16.7% | +3.8% | +18.1% |
| 3M | +18.3% | +9.3% | +9.1% | +16.7% |
| 6M | +24.1% | +43.6% | -19.5% | +17.8% |
| YTD | -7.8% | +93.6% | -101.4% | -16.1% |
| 1Y | -21.4% | +98.8% | -120.2% | -28.8% |
| 3Y | +19.5% | +73.6% | -54.1% | +8.6% |
| 5Y | +4.1% | +312.5% | -308.4% | -15.2% |
| All | +808.8% | +159.5% | +649.3% | +626.2% |
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