+322.1%
ADP vs CVE
+137.5%
+184.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.6% |
| 7D | +7.4% | -14.1% | +21.4% | +9.4% |
| 30D | +17.1% | -11.6% | +28.7% | +18.8% |
| 3M | +14.4% | 0.0% | +14.4% | +14.0% |
| 6M | +47.9% | -8.4% | +56.3% | +48.7% |
| YTD | +22.1% | +65.9% | -43.8% | +12.5% |
| 1Y | +21.8% | +69.4% | -47.7% | +11.8% |
| 3Y | +50.5% | +55.9% | -5.4% | +37.3% |
| 5Y | +49.6% | +146.2% | -96.6% | +24.1% |
| All | +322.1% | +137.5% | +184.5% | +184.4% |
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 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