-26.0%
NOW vs CVE
+148.3%
-174.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -5.5% |
| 7D | -6.7% | -14.1% | +7.4% | -4.5% |
| 30D | -25.8% | -11.6% | -14.2% | -24.5% |
| 3M | -12.7% | 0.0% | -12.7% | -13.2% |
| 6M | +11.2% | -8.4% | +19.6% | +11.9% |
| YTD | -33.2% | +65.9% | -99.1% | -40.6% |
| 1Y | -41.8% | +69.4% | -111.2% | -48.6% |
| 3Y | -15.7% | +55.9% | -71.6% | -26.3% |
| 5Y | -26.0% | +146.2% | -172.2% | -42.0% |
| All | -26.0% | +148.3% | -174.4% | -42.0% |
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 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