+71.9%
AA vs CVE
+89.9%
-18.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.5% |
| 7D | -0.7% | +2.5% | -3.2% | -1.9% |
| 30D | +5.0% | +16.7% | -11.7% | -3.0% |
| 3M | -35.8% | +9.3% | -45.1% | -39.2% |
| 6M | -18.4% | +43.6% | -62.0% | -33.4% |
| YTD | -5.5% | +93.6% | -99.1% | -34.2% |
| 1Y | +61.0% | +98.8% | -37.8% | +9.9% |
| 3Y | +66.2% | +73.6% | -7.4% | +20.1% |
| 5Y | +11.4% | +312.5% | -301.1% | -48.2% |
| 10Y | +116.9% | +161.0% | -44.2% | -2.0% |
| All | +71.9% | +89.9% | -18.0% | -15.8% |
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 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