-36.0%
AUR vs CVE
+317.2%
-353.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +8.7% | +2.5% | +6.2% | +7.7% |
| 30D | -5.2% | +16.7% | -22.0% | -10.5% |
| 3M | -7.3% | +9.3% | -16.6% | -11.0% |
| 6M | +41.2% | +43.6% | -2.4% | +20.1% |
| YTD | +65.1% | +93.6% | -28.5% | +24.3% |
| 1Y | +13.4% | +98.8% | -85.3% | -15.8% |
| 3Y | +98.1% | +73.6% | +24.5% | +50.1% |
| All | -36.0% | +317.2% | -353.2% | -44.6% |
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