+90.9%
AG vs CVE
+136.1%
-45.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +6.3% | -16.1% | +22.4% | +10.2% |
| 30D | -8.9% | -10.4% | +1.4% | -7.2% |
| 3M | -12.2% | -2.4% | -9.8% | -12.4% |
| 6M | -28.3% | -4.4% | -23.9% | -28.6% |
| YTD | -8.8% | +64.9% | -73.8% | -20.7% |
| 1Y | +39.4% | +66.0% | -26.7% | +21.0% |
| 3Y | +229.4% | +57.7% | +171.8% | +186.2% |
| 5Y | +14.5% | +144.7% | -130.2% | -10.3% |
| All | +90.9% | +136.1% | -45.3% | +40.8% |
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