+707.7%
BE vs CVE
+227.5%
+480.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.3% |
| 7D | +20.5% | +4.6% | +15.9% | +18.4% |
| 30D | -23.4% | -12.0% | -11.4% | -19.3% |
| 3M | -14.9% | -3.8% | -11.1% | -14.3% |
| 6M | -28.1% | -2.7% | -25.3% | -29.0% |
| YTD | +132.4% | +73.6% | +58.8% | +79.3% |
| 1Y | +59.4% | +62.0% | -2.7% | +26.5% |
| 3Y | +1,815.8% | +72.7% | +1,743.1% | +1,348.0% |
| 5Y | +491.3% | +153.9% | +337.4% | +260.6% |
| All | +707.7% | +227.5% | +480.2% | +197.9% |
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