+86.9%
AG vs CVE
+144.4%
-57.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.7% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -13.1% | -10.8% | -2.2% | -11.3% |
| 3M | -22.0% | -4.3% | -17.7% | -21.8% |
| 6M | -37.3% | -1.5% | -35.8% | -38.0% |
| YTD | -11.2% | +70.7% | -81.9% | -23.2% |
| 1Y | +23.9% | +58.1% | -34.2% | +9.0% |
| 3Y | +225.1% | +69.8% | +155.3% | +178.7% |
| 5Y | +7.7% | +148.9% | -141.2% | -15.8% |
| 10Y | +86.9% | +143.5% | -56.6% | +34.4% |
| All | +86.9% | +144.4% | -57.5% | +34.4% |
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