-56.5%
AUR vs CVE
+142.8%
-199.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.6% | +10.0% | +9.6% |
| 7D | +1.1% | -16.1% | +17.3% | +7.4% |
| 30D | -22.9% | -10.4% | -12.5% | -20.4% |
| 3M | -35.0% | -2.4% | -32.6% | -35.2% |
| 6M | -39.3% | -4.4% | -34.9% | -39.9% |
| YTD | +14.8% | +64.9% | -50.1% | -10.4% |
| 1Y | +4.3% | +66.0% | -61.8% | -19.0% |
| 3Y | +125.0% | +57.7% | +67.3% | +73.9% |
| All | -56.5% | +142.8% | -199.3% | -58.7% |
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 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