-41.6%
CAG vs CVE
+156.5%
-198.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.9% |
| 7D | -6.2% | +4.6% | -10.8% | -6.2% |
| 30D | +7.4% | -12.0% | +19.4% | +7.7% |
| 3M | -1.6% | -3.8% | +2.2% | -1.6% |
| 6M | +6.3% | -2.7% | +9.1% | +6.2% |
| YTD | -10.1% | +73.6% | -83.7% | -11.9% |
| 1Y | -10.2% | +62.0% | -72.3% | -11.9% |
| 3Y | -37.3% | +72.7% | -110.0% | -39.0% |
| 5Y | -41.6% | +153.9% | -195.5% | -43.2% |
| All | -41.6% | +156.5% | -198.1% | -43.2% |
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