+17.1%
AON vs CVE
+142.8%
-125.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | +4.4% | -16.1% | +20.5% | +4.9% |
| 30D | +24.1% | -10.4% | +34.5% | +24.4% |
| 3M | -7.0% | -2.4% | -4.6% | -7.1% |
| 6M | +9.1% | -4.4% | +13.6% | +8.9% |
| YTD | -4.4% | +64.9% | -69.4% | -7.6% |
| 1Y | -0.8% | +66.0% | -66.8% | -4.2% |
| 3Y | +5.1% | +57.7% | -52.5% | +0.6% |
| All | +17.1% | +142.8% | -125.7% | +8.2% |
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