+65.7%
AG vs CVE
+149.3%
-83.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -10.0% | +5.9% | -15.9% | -11.1% |
| 30D | -10.5% | -10.9% | +0.4% | -8.7% |
| 3M | -27.3% | -4.5% | -22.7% | -27.0% |
| 6M | -43.0% | -1.0% | -42.0% | -43.7% |
| YTD | -17.9% | +74.7% | -92.6% | -29.4% |
| 1Y | +11.9% | +65.8% | -53.9% | -2.7% |
| 3Y | +201.8% | +73.2% | +128.6% | +157.6% |
| 5Y | -0.1% | +155.6% | -155.7% | -22.3% |
| All | +65.7% | +149.3% | -83.6% | +18.2% |
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