+16.8%
AGG vs CVE
+147.6%
-130.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | -1.4% | +4.6% | -6.1% | -1.4% |
| 30D | +0.9% | -12.0% | +12.9% | +0.9% |
| 3M | -1.2% | -3.8% | +2.6% | -1.2% |
| 6M | -1.4% | -2.7% | +1.3% | -1.4% |
| YTD | -1.4% | +73.6% | -75.0% | -1.4% |
| 1Y | -1.3% | +62.0% | -63.3% | -1.3% |
| 3Y | +13.8% | +72.7% | -58.9% | +13.7% |
| 5Y | -1.6% | +153.9% | -155.5% | -1.8% |
| All | +16.8% | +147.6% | -130.9% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling