+201.8%
AG vs CVE
+74.2%
+127.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -10.0% | +5.9% | -15.9% | -11.5% |
| 30D | -10.5% | -10.9% | +0.4% | -8.0% |
| 3M | -27.3% | -4.5% | -22.7% | -27.2% |
| 6M | -43.0% | -1.0% | -42.0% | -44.1% |
| YTD | -17.9% | +74.7% | -92.6% | -39.4% |
| 1Y | +11.9% | +65.8% | -53.9% | -15.4% |
| 3Y | +201.8% | +73.2% | +128.6% | +114.9% |
| All | +201.8% | +74.2% | +127.6% | +114.9% |
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