+208.8%
C vs CVE
+132.7%
+76.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -0.4% | -10.0% | +9.6% | +2.6% |
| 30D | -5.2% | -11.9% | +6.7% | -2.0% |
| 3M | -9.1% | -5.9% | -3.1% | -8.1% |
| 6M | -1.6% | -1.6% | 0.0% | -2.8% |
| YTD | +6.9% | +66.3% | -59.3% | -11.5% |
| 1Y | +23.0% | +57.5% | -34.6% | +3.4% |
| 3Y | +216.1% | +65.4% | +150.7% | +154.9% |
| 5Y | +112.2% | +144.2% | -31.9% | +43.2% |
| 10Y | +208.8% | +135.5% | +73.3% | +48.3% |
| All | +208.8% | +132.7% | +76.1% | +48.3% |
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