+185.1%
B vs CVE
+137.5%
+47.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.7% |
| 7D | +4.3% | -14.1% | +18.4% | +5.4% |
| 30D | -0.9% | -11.6% | +10.7% | -0.2% |
| 3M | -1.4% | 0.0% | -1.4% | -1.7% |
| 6M | +5.0% | -8.4% | +13.4% | +5.2% |
| YTD | -5.8% | +65.9% | -71.7% | -10.5% |
| 1Y | +25.6% | +69.4% | -43.8% | +19.1% |
| 3Y | +161.6% | +55.9% | +105.7% | +147.5% |
| 5Y | +135.2% | +146.2% | -10.9% | +115.9% |
| All | +185.1% | +137.5% | +47.6% | +163.9% |
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