+116.2%
B vs CVE
+150.7%
-34.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.0% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | -4.3% | -10.8% | +6.5% | -3.0% |
| 3M | -2.3% | -4.3% | +2.0% | -2.2% |
| 6M | -16.2% | -1.5% | -14.8% | -17.0% |
| YTD | -8.8% | +70.7% | -79.5% | -19.3% |
| 1Y | +11.4% | +58.1% | -46.7% | 0.0% |
| 3Y | +174.3% | +69.8% | +104.4% | +137.8% |
| 5Y | +116.2% | +148.9% | -32.8% | +77.8% |
| All | +116.2% | +150.7% | -34.5% | +77.8% |
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