+109.4%
C vs CVE
+148.3%
-39.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -4.4% |
| 7D | -5.3% | -14.1% | +8.8% | -2.3% |
| 30D | -7.3% | -11.6% | +4.3% | -5.1% |
| 3M | -13.5% | 0.0% | -13.5% | -14.1% |
| 6M | -6.5% | -8.4% | +1.9% | -5.8% |
| YTD | +3.6% | +65.9% | -62.3% | -11.9% |
| 1Y | +18.9% | +69.4% | -50.5% | +0.3% |
| 3Y | +205.0% | +55.9% | +149.0% | +155.2% |
| 5Y | +109.4% | +146.2% | -36.8% | +49.0% |
| All | +109.4% | +148.3% | -39.0% | +49.0% |
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 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