+15.8%
CB vs CVE
-3.1%
+18.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.6% | +9.7% | +1.9% |
| 7D | +5.3% | -12.1% | +17.3% | +5.1% |
| 30D | +13.2% | -9.8% | +23.0% | +12.8% |
| 3M | +7.8% | -0.7% | +8.5% | +7.2% |
| 6M | +15.8% | -4.3% | +20.1% | +15.0% |
| All | +15.8% | -3.1% | +18.9% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling