+321.5%
NSC vs CVE
+137.5%
+184.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.8% |
| 7D | -3.8% | -14.1% | +10.3% | -1.0% |
| 30D | +4.1% | -11.6% | +15.7% | +6.3% |
| 3M | -3.3% | 0.0% | -3.3% | -3.7% |
| 6M | +5.9% | -8.4% | +14.3% | +6.7% |
| YTD | +15.5% | +65.9% | -50.4% | +2.6% |
| 1Y | +19.3% | +69.4% | -50.1% | +5.5% |
| 3Y | +79.0% | +55.9% | +23.1% | +57.5% |
| 5Y | +28.3% | +146.2% | -117.8% | -0.8% |
| All | +321.5% | +137.5% | +184.0% | +166.5% |
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 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