+84.0%
AUR vs CVE
+71.6%
+12.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +8.7% | +2.5% | +6.2% | +7.5% |
| 30D | -5.2% | +16.7% | -22.0% | -11.3% |
| 3M | -7.3% | +9.3% | -16.6% | -11.4% |
| 6M | +41.2% | +43.6% | -2.4% | +14.9% |
| YTD | +65.1% | +93.6% | -28.5% | +13.9% |
| 1Y | +13.4% | +98.8% | -85.3% | -23.4% |
| All | +84.0% | +71.6% | +12.4% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling