+1,076.1%
BE vs CVE
+317.2%
+758.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.9% |
| 7D | +20.0% | +2.5% | +17.5% | +18.6% |
| 30D | +7.9% | +16.7% | -8.8% | +0.3% |
| 3M | -13.2% | +9.3% | -22.5% | -17.5% |
| 6M | +53.5% | +43.6% | +9.9% | +28.1% |
| YTD | +191.0% | +93.6% | +97.4% | +112.6% |
| 1Y | +360.5% | +98.8% | +261.8% | +230.0% |
| 3Y | +1,568.0% | +73.6% | +1,494.4% | +1,138.6% |
| All | +1,076.1% | +317.2% | +758.9% | +424.5% |
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