+13.6%
AGG vs CVE
+71.6%
-58.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | 0.0% |
| 7D | -0.2% | +2.5% | -2.7% | -0.1% |
| 30D | -0.4% | +16.7% | -17.1% | -0.1% |
| 3M | -0.7% | +9.3% | -9.9% | -0.5% |
| 6M | -1.5% | +43.6% | -45.1% | -1.0% |
| YTD | -0.3% | +93.6% | -93.8% | +0.6% |
| 1Y | +1.3% | +98.8% | -97.4% | +2.2% |
| All | +13.6% | +71.6% | -58.0% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling