+366.5%
ALL vs CVE
+159.5%
+207.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | 0.0% | +2.5% | -2.5% | -0.3% |
| 30D | -1.5% | +16.7% | -18.2% | -3.7% |
| 3M | +23.6% | +9.3% | +14.4% | +21.6% |
| 6M | +22.3% | +43.6% | -21.3% | +15.3% |
| YTD | +26.5% | +93.6% | -67.1% | +13.5% |
| 1Y | +27.0% | +98.8% | -71.7% | +13.2% |
| 3Y | +149.6% | +73.6% | +76.0% | +123.2% |
| 5Y | +118.1% | +312.5% | -194.4% | +64.9% |
| All | +366.5% | +159.5% | +207.1% | +206.8% |
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 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