-39.4%
CAG vs CVE
+136.1%
-175.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | +5.8% | -16.1% | +21.9% | +6.4% |
| 30D | +16.4% | -10.4% | +26.7% | +16.7% |
| 3M | +3.8% | -2.4% | +6.2% | +3.8% |
| 6M | +10.8% | -4.4% | +15.3% | +10.8% |
| YTD | -5.8% | +64.9% | -70.8% | -7.9% |
| 1Y | -2.4% | +66.0% | -68.4% | -4.6% |
| 3Y | -33.4% | +57.7% | -91.1% | -35.2% |
| 5Y | -39.4% | +144.7% | -184.2% | -42.6% |
| All | -39.4% | +136.1% | -175.6% | -44.4% |
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