+11.1%
AG vs CVE
+142.8%
-131.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +6.3% | -16.1% | +22.4% | +11.7% |
| 30D | -8.9% | -10.4% | +1.4% | -6.6% |
| 3M | -12.2% | -2.4% | -9.8% | -12.7% |
| 6M | -28.3% | -4.4% | -23.9% | -29.0% |
| YTD | -8.8% | +64.9% | -73.8% | -27.3% |
| 1Y | +39.4% | +66.0% | -26.7% | +10.6% |
| 3Y | +229.4% | +57.7% | +171.8% | +160.2% |
| All | +11.1% | +142.8% | -131.7% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling