+16.3%
AON vs CVE
+317.2%
-300.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -9.1% | +2.5% | -11.6% | -9.2% |
| 30D | -10.2% | +16.7% | -27.0% | -11.0% |
| 3M | +0.5% | +9.3% | -8.8% | -0.1% |
| 6M | -4.8% | +43.6% | -48.4% | -6.9% |
| YTD | -8.0% | +93.6% | -101.6% | -11.7% |
| 1Y | -13.1% | +98.8% | -111.8% | -16.9% |
| 3Y | -1.3% | +73.6% | -74.9% | -5.7% |
| All | +16.3% | +317.2% | -300.9% | -0.4% |
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