+223.6%
AG vs CVE
+54.6%
+168.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.5% |
| 7D | -2.9% | -14.1% | +11.2% | +1.0% |
| 30D | -15.1% | -11.6% | -3.5% | -12.7% |
| 3M | -15.4% | 0.0% | -15.4% | -16.8% |
| 6M | -21.9% | -8.4% | -13.5% | -21.6% |
| YTD | -10.4% | +65.9% | -76.4% | -32.3% |
| 1Y | +39.8% | +69.4% | -29.6% | +4.2% |
| All | +223.6% | +54.6% | +168.9% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling