+157.4%
ALL vs CVE
+150.7%
+6.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.1% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | +12.7% | -10.8% | +23.5% | +13.9% |
| 3M | +0.4% | -4.3% | +4.7% | +0.6% |
| 6M | +23.8% | -1.5% | +25.2% | +23.4% |
| YTD | +27.8% | +70.7% | -42.9% | +18.5% |
| 1Y | +28.9% | +58.1% | -29.2% | +20.7% |
| 3Y | +113.9% | +69.8% | +44.0% | +94.4% |
| 5Y | +157.4% | +148.9% | +8.4% | +116.3% |
| All | +157.4% | +150.7% | +6.7% | +116.3% |
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 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