+316.8%
ADP vs CVE
+136.1%
+180.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.2% |
| 7D | +3.2% | -16.1% | +19.4% | +5.6% |
| 30D | +14.9% | -10.4% | +25.3% | +16.4% |
| 3M | +11.6% | -2.4% | +14.0% | +11.6% |
| 6M | +48.5% | -4.4% | +52.9% | +48.4% |
| YTD | +20.6% | +64.9% | -44.4% | +11.2% |
| 1Y | +23.7% | +66.0% | -42.3% | +13.9% |
| 3Y | +47.8% | +57.7% | -9.9% | +34.6% |
| 5Y | +47.7% | +144.7% | -97.0% | +22.6% |
| All | +316.8% | +136.1% | +180.7% | +181.1% |
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