-56.5%
NVO vs CVE
+53.7%
-110.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.8% | -16.1% | +16.9% | +1.9% |
| 30D | +5.4% | -10.4% | +15.7% | +5.9% |
| 3M | -11.2% | -2.4% | -8.8% | -11.4% |
| 6M | -10.8% | -4.4% | -6.4% | -11.0% |
| YTD | -16.8% | +64.9% | -81.8% | -22.3% |
| 1Y | -9.0% | +66.0% | -75.0% | -15.1% |
| 3Y | -56.5% | +57.7% | -114.2% | -60.4% |
| All | -56.5% | +53.7% | -110.2% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling