+203.7%
NVO vs CVE
+132.7%
+70.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +1.3% | -10.0% | +11.3% | +1.9% |
| 30D | +5.3% | -11.9% | +17.2% | +6.1% |
| 3M | -13.6% | -5.9% | -7.7% | -13.4% |
| 6M | -10.5% | -1.6% | -9.0% | -10.7% |
| YTD | -16.0% | +66.3% | -82.3% | -19.4% |
| 1Y | -7.0% | +57.5% | -64.5% | -10.4% |
| 3Y | -56.1% | +65.4% | -121.6% | -58.2% |
| 5Y | -19.0% | +144.2% | -163.2% | -25.4% |
| 10Y | +203.7% | +135.5% | +68.1% | +176.5% |
| All | +203.7% | +132.7% | +70.9% | +176.5% |
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