+556.1%
ON vs CVE
+144.4%
+411.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +4.9% |
| 7D | +3.3% | +0.1% | +3.3% | +3.5% |
| 30D | -3.1% | -10.8% | +7.7% | +0.4% |
| 3M | -9.2% | -4.3% | -4.9% | -8.4% |
| 6M | -31.4% | -1.5% | -29.9% | -32.1% |
| YTD | +36.0% | +70.7% | -34.8% | +10.2% |
| 1Y | +52.0% | +58.1% | -6.1% | +26.3% |
| 3Y | +9.3% | +69.8% | -60.6% | -13.1% |
| 5Y | +26.5% | +148.9% | -122.4% | -14.9% |
| 10Y | +556.1% | +143.5% | +412.6% | +195.8% |
| All | +556.1% | +144.4% | +411.7% | +195.8% |
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