+158.6%
ALL vs CVE
+157.6%
+1.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.6% | +10.5% | +3.7% |
| 7D | +7.5% | -12.1% | +19.6% | +8.9% |
| 30D | +19.7% | -9.8% | +29.5% | +20.9% |
| 3M | +2.9% | -0.7% | +3.6% | +2.7% |
| 6M | +23.5% | -4.3% | +27.8% | +23.5% |
| YTD | +31.1% | +70.6% | -39.4% | +21.6% |
| 1Y | +40.5% | +73.2% | -32.7% | +29.9% |
| 3Y | +117.1% | +60.3% | +56.8% | +99.3% |
| 5Y | +158.6% | +159.3% | -0.7% | +115.8% |
| All | +158.6% | +157.6% | +1.0% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling