+71.9%
AG vs CVE
+132.7%
-60.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -5.9% |
| 7D | +6.0% | -10.0% | +15.9% | +8.2% |
| 30D | -13.5% | -11.9% | -1.7% | -11.6% |
| 3M | -20.7% | -5.9% | -14.7% | -20.2% |
| 6M | -31.5% | -1.6% | -30.0% | -32.3% |
| YTD | -10.1% | +66.3% | -76.4% | -21.8% |
| 1Y | +26.0% | +57.5% | -31.5% | +10.8% |
| 3Y | +228.9% | +65.4% | +163.5% | +183.5% |
| 5Y | +8.7% | +144.2% | -135.5% | -14.7% |
| 10Y | +71.9% | +135.5% | -63.6% | +23.7% |
| All | +71.9% | +132.7% | -60.8% | +23.7% |
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