-15.5%
AA vs CVE
+148.3%
-163.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.7% | -2.6% | -3.8% |
| 7D | -3.7% | -14.1% | +10.4% | +4.0% |
| 30D | -10.8% | -11.6% | +0.8% | -5.4% |
| 3M | -19.1% | 0.0% | -19.1% | -20.5% |
| 6M | -38.7% | -8.4% | -30.3% | -37.6% |
| YTD | -27.1% | +65.9% | -93.0% | -49.4% |
| 1Y | +8.3% | +69.4% | -61.1% | -26.1% |
| 3Y | +49.6% | +55.9% | -6.4% | +4.0% |
| 5Y | -15.5% | +146.2% | -161.6% | -54.6% |
| All | -15.5% | +148.3% | -163.8% | -54.6% |
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