+188.2%
B vs CVE
+159.5%
+28.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | +9.4% | +16.7% | -7.3% | +8.0% |
| 3M | +5.0% | +9.3% | -4.3% | +4.0% |
| 6M | -3.5% | +43.6% | -47.1% | -7.0% |
| YTD | +4.5% | +93.6% | -89.1% | -1.9% |
| 1Y | +67.8% | +98.8% | -31.0% | +57.1% |
| 3Y | +196.7% | +73.6% | +123.1% | +178.3% |
| 5Y | +151.9% | +312.5% | -160.5% | +124.1% |
| All | +188.2% | +159.5% | +28.7% | +166.0% |
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