+148.3%
NVO vs CVE
+170.0%
-21.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.3% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -3.2% | +17.5% | -20.7% | -4.3% |
| 3M | +11.5% | +16.2% | -4.7% | +10.2% |
| 6M | +22.9% | +47.8% | -24.9% | +19.2% |
| YTD | -6.8% | +98.5% | -105.3% | -11.6% |
| 1Y | -12.6% | +109.8% | -122.4% | -17.6% |
| 3Y | -49.6% | +75.5% | -125.1% | -52.3% |
| 5Y | +0.6% | +341.6% | -341.0% | -11.0% |
| 10Y | +148.3% | +159.8% | -11.5% | +129.9% |
| All | +148.3% | +170.0% | -21.7% | +129.9% |
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