+20.1%
B vs CVE
+67.4%
-47.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -7.6% | +16.0% | +9.3% |
| 7D | +1.1% | -12.1% | +13.2% | +2.7% |
| 30D | +0.3% | -9.8% | +10.1% | +1.5% |
| 3M | +5.4% | -0.7% | +6.1% | +5.0% |
| 6M | +5.5% | -4.3% | +9.8% | +5.2% |
| YTD | -6.3% | +70.6% | -76.9% | -14.3% |
| 1Y | +29.4% | +73.2% | -43.8% | +18.1% |
| 3Y | +160.3% | +60.3% | +99.9% | +137.1% |
| 5Y | +144.6% | +159.3% | -14.7% | +105.0% |
| 10Y | +169.3% | +147.4% | +21.9% | +112.3% |
| All | +20.1% | +67.4% | -47.2% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling