-34.9%
AUR vs CVE
+360.9%
-395.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +1.9% |
| 7D | +19.2% | +0.2% | +19.0% | +19.1% |
| 30D | -7.8% | +17.5% | -25.3% | -12.7% |
| 3M | +4.0% | +16.2% | -12.2% | -1.9% |
| 6M | +45.0% | +47.8% | -2.8% | +24.0% |
| YTD | +69.5% | +98.5% | -29.0% | +29.9% |
| 1Y | +13.0% | +109.8% | -96.8% | -15.3% |
| 3Y | +90.4% | +75.5% | +14.9% | +47.0% |
| 5Y | -34.2% | +341.6% | -375.8% | -46.1% |
| All | -34.9% | +360.9% | -395.8% | -46.8% |
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