+3.1%
NVO vs CVE
+317.2%
-314.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | +2.2% | +2.5% | -0.3% | +1.9% |
| 30D | +6.0% | +16.7% | -10.7% | +4.4% |
| 3M | +7.9% | +9.3% | -1.4% | +6.8% |
| 6M | +27.1% | +43.6% | -16.5% | +22.0% |
| YTD | -3.8% | +93.6% | -97.4% | -10.7% |
| 1Y | -12.8% | +98.8% | -111.6% | -19.4% |
| 3Y | -46.3% | +73.6% | -119.9% | -50.4% |
| All | +3.1% | +317.2% | -314.1% | -15.6% |
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