+701.6%
BE vs CVE
+221.8%
+479.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.6% | +1.3% | -3.2% |
| 7D | -12.1% | -12.1% | -0.1% | -7.4% |
| 30D | -30.1% | -9.8% | -20.3% | -27.4% |
| 3M | -12.1% | -0.7% | -11.4% | -13.2% |
| 6M | -30.6% | -4.3% | -26.3% | -31.1% |
| YTD | +130.6% | +70.6% | +60.0% | +78.7% |
| 1Y | +55.3% | +73.2% | -17.9% | +19.3% |
| 3Y | +1,755.6% | +60.3% | +1,695.2% | +1,341.5% |
| 5Y | +564.5% | +159.3% | +405.2% | +301.2% |
| All | +701.6% | +221.8% | +479.8% | +197.0% |
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