-54.5%
AUR vs CVE
+286.1%
-340.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | +6.6% | -10.0% | +16.5% | +10.0% |
| 30D | -22.0% | -11.9% | -10.1% | -19.3% |
| 3M | -34.8% | -5.9% | -28.9% | -34.2% |
| 6M | -35.7% | -1.6% | -34.2% | -36.8% |
| YTD | +18.5% | +66.3% | -47.8% | -4.7% |
| 1Y | +4.4% | +57.5% | -53.2% | -14.5% |
| 3Y | +150.7% | +65.4% | +85.3% | +97.9% |
| 5Y | -53.6% | +144.2% | -197.7% | -60.1% |
| All | -54.5% | +286.1% | -340.6% | -61.0% |
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