+304.7%
C vs CVE
+67.4%
+237.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.6% | +9.3% | +4.2% |
| 7D | +1.1% | -12.1% | +13.1% | +5.2% |
| 30D | -2.4% | -9.8% | +7.4% | +0.4% |
| 3M | -8.4% | -0.7% | -7.6% | -9.1% |
| 6M | +0.3% | -4.3% | +4.7% | -0.2% |
| YTD | +9.1% | +70.6% | -61.5% | -12.6% |
| 1Y | +26.0% | +73.2% | -47.1% | +0.2% |
| 3Y | +221.2% | +60.3% | +160.8% | +154.6% |
| 5Y | +120.4% | +159.3% | -38.9% | +37.7% |
| 10Y | +250.6% | +147.4% | +103.2% | +72.5% |
| All | +304.7% | +67.4% | +237.3% | +130.9% |
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