+499.2%
NOW vs CVE
+136.1%
+363.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.0% | -16.1% | +13.1% | -1.0% |
| 30D | -26.0% | -10.4% | -15.7% | -25.2% |
| 3M | -13.1% | -2.4% | -10.7% | -13.1% |
| 6M | +14.5% | -4.4% | +18.9% | +14.5% |
| YTD | -33.4% | +64.9% | -98.4% | -38.3% |
| 1Y | -40.6% | +66.0% | -106.7% | -45.0% |
| 3Y | -16.3% | +57.7% | -74.0% | -23.1% |
| 5Y | -26.3% | +144.7% | -171.1% | -36.3% |
| All | +499.2% | +136.1% | +363.0% | +369.6% |
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