+45.0%
AA vs CVE
+132.7%
-87.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +1.2% | -10.0% | +11.2% | +6.2% |
| 30D | -5.0% | -11.9% | +6.8% | +0.2% |
| 3M | -22.2% | -5.9% | -16.3% | -20.9% |
| 6M | -36.3% | -1.6% | -34.8% | -37.4% |
| YTD | -24.2% | +66.3% | -90.4% | -43.5% |
| 1Y | +3.9% | +57.5% | -53.6% | -20.7% |
| 3Y | +67.6% | +65.4% | +2.1% | +23.7% |
| 5Y | -8.8% | +144.2% | -153.0% | -45.1% |
| 10Y | +45.0% | +135.5% | -90.6% | -42.2% |
| All | +45.0% | +132.7% | -87.7% | -42.2% |
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