+13.6%
AGG vs CVE
+74.2%
-60.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -1.5% | +5.9% | -7.5% | -1.4% |
| 30D | +0.6% | -10.9% | +11.5% | +0.4% |
| 3M | -1.6% | -4.5% | +2.9% | -1.7% |
| 6M | -1.6% | -1.0% | -0.6% | -1.6% |
| YTD | -1.5% | +74.7% | -76.3% | -0.8% |
| 1Y | -1.1% | +65.8% | -66.9% | -0.5% |
| 3Y | +13.6% | +73.2% | -59.6% | +12.8% |
| All | +13.6% | +74.2% | -60.6% | +12.8% |
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 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