+151.4%
ACN vs CVE
+144.4%
+7.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.2% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | +19.0% | -10.8% | +29.8% | +20.6% |
| 3M | +42.2% | -4.3% | +46.5% | +42.6% |
| 6M | +50.1% | -1.5% | +51.6% | +49.4% |
| YTD | -2.7% | +70.7% | -73.4% | -11.0% |
| 1Y | +7.6% | +58.1% | -50.5% | -0.5% |
| 3Y | -15.9% | +69.8% | -85.7% | -24.4% |
| 5Y | -24.4% | +148.9% | -173.3% | -37.5% |
| 10Y | +151.4% | +143.5% | +7.8% | +74.9% |
| All | +151.4% | +144.4% | +7.0% | +74.9% |
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