+14.8%
AGG vs CVE
+170.0%
-155.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.1% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | -0.4% | +17.5% | -17.9% | -0.4% |
| 3M | -0.3% | +16.2% | -16.5% | -0.3% |
| 6M | -1.2% | +47.8% | -49.0% | -1.2% |
| YTD | -0.4% | +98.5% | -98.8% | -0.4% |
| 1Y | +0.4% | +109.8% | -109.4% | +0.4% |
| 3Y | +13.4% | +75.5% | -62.0% | +13.4% |
| 5Y | -1.4% | +341.6% | -343.0% | -1.8% |
| 10Y | +14.8% | +159.8% | -145.0% | +12.3% |
| All | +14.8% | +170.0% | -155.2% | +12.3% |
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