+206.6%
C vs CVE
+54.6%
+151.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -4.6% |
| 7D | -5.3% | -14.1% | +8.8% | -3.0% |
| 30D | -7.3% | -11.6% | +4.3% | -5.7% |
| 3M | -13.5% | 0.0% | -13.5% | -14.2% |
| 6M | -6.5% | -8.4% | +1.9% | -5.9% |
| YTD | +3.6% | +65.9% | -62.3% | -12.4% |
| 1Y | +18.9% | +69.4% | -50.5% | -0.4% |
| All | +206.6% | +54.6% | +151.9% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling