+67.2%
AG vs CVE
+317.2%
-250.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.2% |
| 3M | +6.2% | +9.3% | -3.1% | +2.4% |
| 6M | -26.7% | +43.6% | -70.3% | -37.0% |
| YTD | +26.1% | +93.6% | -67.5% | -2.8% |
| 1Y | +131.7% | +98.8% | +32.9% | +76.0% |
| 3Y | +255.3% | +73.6% | +181.7% | +176.3% |
| All | +67.2% | +317.2% | -250.1% | +3.7% |
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