+348.4%
AG vs CVE
+62.8%
+285.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.4% |
| 7D | -2.9% | -14.1% | +11.2% | +1.4% |
| 30D | -15.1% | -11.6% | -3.5% | -12.4% |
| 3M | -15.4% | 0.0% | -15.4% | -16.3% |
| 6M | -21.9% | -8.4% | -13.5% | -21.5% |
| YTD | -10.4% | +65.9% | -76.4% | -26.6% |
| 1Y | +39.8% | +69.4% | -29.6% | +13.7% |
| 3Y | +209.5% | +55.9% | +153.6% | +154.7% |
| 5Y | +12.5% | +146.2% | -133.7% | -23.3% |
| 10Y | +79.5% | +140.6% | -61.2% | +2.1% |
| All | +348.4% | +62.8% | +285.6% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling