+266.4%
AG vs CVE
+72.1%
+194.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | +1.0% | +2.5% | -1.5% | +0.1% |
| 30D | +19.2% | +16.7% | +2.4% | +13.0% |
| 3M | +6.2% | +9.3% | -3.1% | +2.6% |
| 6M | -26.7% | +43.6% | -70.3% | -38.4% |
| YTD | +26.1% | +93.6% | -67.5% | -7.2% |
| 1Y | +131.7% | +98.8% | +32.9% | +67.1% |
| All | +266.4% | +72.1% | +194.4% | +166.3% |
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