+7.8%
ON vs CVE
+142.8%
-135.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -11.7% | -16.1% | +4.5% | -6.2% |
| 30D | -23.3% | -10.4% | -12.9% | -20.7% |
| 3M | -19.2% | -2.4% | -16.8% | -19.1% |
| 6M | -40.1% | -4.4% | -35.7% | -40.2% |
| YTD | +16.9% | +64.9% | -48.0% | -6.7% |
| 1Y | +29.7% | +66.0% | -36.3% | +2.9% |
| 3Y | -4.4% | +57.7% | -62.1% | -25.9% |
| All | +7.8% | +142.8% | -135.0% | -25.6% |
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