+244.1%
AG vs CVE
+67.9%
+176.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | +10.8% | -10.1% | +20.9% | +13.9% |
| 30D | -8.2% | -12.1% | +3.9% | -5.4% |
| 3M | -13.7% | -1.9% | -11.8% | -14.6% |
| 6M | -27.3% | -1.8% | -25.4% | -28.9% |
| YTD | -4.6% | +65.8% | -70.3% | -28.2% |
| 1Y | +39.4% | +60.8% | -21.5% | +6.0% |
| 3Y | +244.1% | +70.1% | +174.0% | +140.8% |
| All | +244.1% | +67.9% | +176.2% | +140.8% |
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 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