-38.7%
AA vs CVE
-6.7%
-32.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.7% | -2.6% | -5.1% |
| 7D | -3.7% | -14.1% | +10.4% | -2.6% |
| 30D | -10.8% | -11.6% | +0.8% | -10.2% |
| 3M | -19.1% | 0.0% | -19.1% | -20.2% |
| 6M | -38.7% | -8.4% | -30.3% | -37.8% |
| All | -38.7% | -6.7% | -32.0% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling