+53.2%
ADP vs CVE
+317.2%
-264.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -3.4% | +2.5% | -5.9% | -3.7% |
| 30D | +2.8% | +16.7% | -13.9% | +1.2% |
| 3M | +20.9% | +9.3% | +11.7% | +19.6% |
| 6M | +29.9% | +43.6% | -13.7% | +24.9% |
| YTD | +9.6% | +93.6% | -83.9% | +2.0% |
| 1Y | -5.3% | +98.8% | -104.0% | -12.3% |
| 3Y | +16.5% | +73.6% | -57.1% | +7.8% |
| All | +53.2% | +317.2% | -264.0% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling