-39.0%
CAG vs CVE
+136.7%
-175.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +4.6% | -10.1% | +14.7% | +4.9% |
| 30D | +14.7% | -12.1% | +26.8% | +15.1% |
| 3M | +2.4% | -1.9% | +4.2% | +2.3% |
| 6M | +10.7% | -1.8% | +12.6% | +10.6% |
| YTD | -5.5% | +65.8% | -71.3% | -7.7% |
| 1Y | -4.6% | +60.8% | -65.4% | -6.6% |
| 3Y | -34.4% | +70.1% | -104.6% | -36.4% |
| 5Y | -39.2% | +134.8% | -173.9% | -42.2% |
| 10Y | -39.0% | +130.1% | -169.0% | -43.9% |
| All | -39.0% | +136.7% | -175.6% | -43.9% |
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 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