+24.4%
NSC vs CVE
+142.8%
-118.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -6.6% | -16.1% | +9.5% | -4.0% |
| 30D | +2.2% | -10.4% | +12.5% | +3.7% |
| 3M | -6.2% | -2.4% | -3.8% | -6.3% |
| 6M | +1.7% | -4.4% | +6.1% | +1.6% |
| YTD | +12.2% | +64.9% | -52.7% | +0.6% |
| 1Y | +15.4% | +66.0% | -50.6% | +3.2% |
| 3Y | +73.3% | +57.7% | +15.7% | +52.4% |
| All | +24.4% | +142.8% | -118.4% | -1.3% |
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