+593.0%
BE vs CVE
+211.2%
+381.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.7% |
| 7D | -14.7% | -16.1% | +1.4% | -8.1% |
| 30D | -40.5% | -10.4% | -30.1% | -38.0% |
| 3M | -24.3% | -2.4% | -22.0% | -24.5% |
| 6M | -39.3% | -4.4% | -34.9% | -39.7% |
| YTD | +99.4% | +64.9% | +34.4% | +57.0% |
| 1Y | +26.6% | +66.0% | -39.4% | -0.8% |
| 3Y | +1,616.9% | +57.7% | +1,559.3% | +1,245.2% |
| 5Y | +441.4% | +144.7% | +296.6% | +235.4% |
| All | +593.0% | +211.2% | +381.8% | +160.9% |
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