+802.4%
ACN vs CVE
+67.4%
+735.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.6% | +11.5% | +5.1% |
| 7D | +8.6% | -12.1% | +20.7% | +10.8% |
| 30D | +36.6% | -9.8% | +46.4% | +38.7% |
| 3M | +56.3% | -0.7% | +57.0% | +55.8% |
| 6M | +49.7% | -4.3% | +54.0% | +49.5% |
| YTD | +1.3% | +70.6% | -69.3% | -9.1% |
| 1Y | +11.9% | +73.2% | -61.2% | 0.0% |
| 3Y | -10.6% | +60.3% | -70.9% | -20.7% |
| 5Y | -21.3% | +159.3% | -180.6% | -38.4% |
| 10Y | +166.2% | +147.4% | +18.8% | +81.6% |
| All | +802.4% | +67.4% | +735.0% | +570.4% |
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