+47.4%
NSC vs CVE
+317.2%
-269.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -5.5% | +2.5% | -8.0% | -5.9% |
| 30D | -3.2% | +16.7% | -19.9% | -5.8% |
| 3M | +7.7% | +9.3% | -1.6% | +5.7% |
| 6M | +4.5% | +43.6% | -39.1% | -2.8% |
| YTD | +15.6% | +93.6% | -78.0% | +1.3% |
| 1Y | +19.8% | +98.8% | -78.9% | +4.3% |
| 3Y | +70.1% | +73.6% | -3.5% | +48.0% |
| All | +47.4% | +317.2% | -269.8% | +8.4% |
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