+16.0%
AA vs CVE
+73.4%
-57.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.6% | +10.4% | +3.6% |
| 7D | +0.9% | -12.1% | +13.0% | +2.3% |
| 30D | -6.4% | -9.8% | +3.3% | -5.5% |
| 3M | -13.0% | -0.7% | -12.2% | -13.5% |
| 6M | -34.6% | -4.3% | -30.3% | -35.0% |
| YTD | -23.0% | +70.6% | -93.6% | -28.3% |
| 1Y | +16.0% | +73.2% | -57.2% | +5.6% |
| All | +16.0% | +73.4% | -57.4% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling