+975.1%
ADP vs CVE
+89.9%
+885.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -3.4% | +2.5% | -5.9% | -3.8% |
| 30D | +2.8% | +16.7% | -13.9% | +0.3% |
| 3M | +20.9% | +9.3% | +11.7% | +18.9% |
| 6M | +29.9% | +43.6% | -13.7% | +22.2% |
| YTD | +9.6% | +93.6% | -83.9% | -1.9% |
| 1Y | -5.3% | +98.8% | -104.0% | -15.8% |
| 3Y | +16.5% | +73.6% | -57.1% | +3.8% |
| 5Y | +49.4% | +312.5% | -263.1% | +11.6% |
| 10Y | +282.2% | +161.0% | +121.2% | +165.5% |
| All | +975.1% | +89.9% | +885.2% | +653.5% |
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