+832.0%
NSC vs CVE
+62.8%
+769.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.7% |
| 7D | -3.8% | -14.1% | +10.3% | -0.5% |
| 30D | +4.1% | -11.6% | +15.7% | +6.7% |
| 3M | -3.3% | 0.0% | -3.3% | -3.8% |
| 6M | +5.9% | -8.4% | +14.3% | +6.8% |
| YTD | +15.5% | +65.9% | -50.4% | +0.6% |
| 1Y | +19.3% | +69.4% | -50.1% | +3.3% |
| 3Y | +79.0% | +55.9% | +23.1% | +54.1% |
| 5Y | +28.3% | +146.2% | -117.8% | -5.4% |
| 10Y | +336.8% | +140.6% | +196.2% | +169.5% |
| All | +832.0% | +62.8% | +769.3% | +489.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling