+91.6%
ACN vs CVE
+159.5%
-67.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.1% |
| 7D | -1.5% | +2.5% | -4.0% | -1.9% |
| 30D | +9.4% | +16.7% | -7.4% | +7.0% |
| 3M | +5.6% | +9.3% | -3.6% | +4.0% |
| 6M | -9.3% | +43.6% | -52.9% | -14.3% |
| YTD | -29.0% | +93.6% | -122.6% | -35.9% |
| 1Y | -24.7% | +98.8% | -123.4% | -32.5% |
| 3Y | -39.8% | +73.6% | -113.4% | -45.9% |
| 5Y | -40.9% | +312.5% | -353.4% | -54.6% |
| All | +91.6% | +159.5% | -67.9% | +31.6% |
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 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