+293.4%
C vs CVE
+159.5%
+134.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +3.6% | +2.5% | +1.1% | +2.8% |
| 30D | +0.1% | +16.7% | -16.7% | -4.6% |
| 3M | +2.4% | +9.3% | -6.8% | -1.1% |
| 6M | +24.9% | +43.6% | -18.7% | +10.0% |
| YTD | +19.8% | +93.6% | -73.8% | -4.5% |
| 1Y | +44.9% | +98.8% | -53.9% | +14.0% |
| 3Y | +263.0% | +73.6% | +189.4% | +190.4% |
| 5Y | +129.5% | +312.5% | -182.9% | +31.6% |
| All | +293.4% | +159.5% | +134.0% | +85.1% |
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