+796.1%
ON vs CVE
+89.9%
+706.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +2.4% | +2.5% | -0.1% | +1.5% |
| 30D | -3.3% | +16.7% | -20.0% | -8.6% |
| 3M | -43.6% | +9.3% | -52.8% | -45.7% |
| 6M | +19.0% | +43.6% | -24.6% | +2.8% |
| YTD | +37.4% | +93.6% | -56.2% | +5.9% |
| 1Y | +54.8% | +98.8% | -44.0% | +17.7% |
| 3Y | -25.2% | +73.6% | -98.8% | -41.4% |
| 5Y | +62.7% | +312.5% | -249.8% | -10.5% |
| 10Y | +574.3% | +161.0% | +413.3% | +230.8% |
| All | +796.1% | +89.9% | +706.2% | +374.5% |
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