+579.4%
ADI vs CVE
+136.1%
+443.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -12.8% | -16.1% | +3.3% | -9.7% |
| 30D | -11.3% | -10.4% | -1.0% | -9.5% |
| 3M | -3.4% | -2.4% | -1.0% | -3.2% |
| 6M | -12.0% | -4.4% | -7.6% | -11.9% |
| YTD | +35.3% | +64.9% | -29.7% | +20.1% |
| 1Y | +58.1% | +66.0% | -8.0% | +39.9% |
| 3Y | +127.4% | +57.7% | +69.7% | +100.0% |
| 5Y | +114.6% | +144.7% | -30.1% | +68.1% |
| All | +579.4% | +136.1% | +443.2% | +324.2% |
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