+62.1%
CAG vs CVE
+89.9%
-27.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -3.8% | +2.5% | -6.3% | -3.9% |
| 30D | +3.1% | +16.7% | -13.6% | +2.2% |
| 3M | +23.5% | +9.3% | +14.2% | +22.7% |
| 6M | -14.8% | +43.6% | -58.4% | -16.9% |
| YTD | -5.4% | +93.6% | -99.0% | -9.5% |
| 1Y | -11.8% | +98.8% | -110.6% | -15.8% |
| 3Y | -36.7% | +73.6% | -110.3% | -39.5% |
| 5Y | -40.3% | +312.5% | -352.7% | -47.0% |
| 10Y | -37.0% | +161.0% | -198.0% | -44.4% |
| All | +62.1% | +89.9% | -27.8% | +37.3% |
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