+526.2%
BE vs CVE
+155.3%
+370.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.6% | +1.3% | -3.3% |
| 7D | -12.1% | -12.1% | -0.1% | -7.5% |
| 30D | -30.1% | -9.8% | -20.3% | -27.5% |
| 3M | -12.1% | -0.7% | -11.4% | -13.3% |
| 6M | -30.6% | -4.3% | -26.3% | -31.1% |
| YTD | +130.6% | +70.6% | +60.0% | +76.9% |
| 1Y | +55.3% | +73.2% | -17.9% | +18.1% |
| 3Y | +1,755.6% | +60.3% | +1,695.2% | +1,318.5% |
| All | +526.2% | +155.3% | +370.9% | +267.4% |
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