+659.2%
ON vs CVE
+62.8%
+596.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.7% | -8.8% | -10.6% |
| 7D | -16.3% | -14.1% | -2.2% | -11.8% |
| 30D | -27.0% | -11.6% | -15.4% | -24.1% |
| 3M | -18.1% | 0.0% | -18.1% | -18.6% |
| 6M | -38.6% | -8.4% | -30.2% | -37.8% |
| YTD | +16.4% | +65.9% | -49.5% | -5.7% |
| 1Y | +25.8% | +69.4% | -43.6% | +0.9% |
| 3Y | -7.7% | +55.9% | -63.6% | -25.1% |
| 5Y | +6.6% | +146.2% | -139.6% | -29.7% |
| 10Y | +444.6% | +140.6% | +304.0% | +173.9% |
| All | +659.2% | +62.8% | +596.4% | +322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling