+921.7%
CB vs CVE
+67.4%
+854.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.6% | +9.7% | +3.3% |
| 7D | +5.3% | -12.1% | +17.3% | +7.2% |
| 30D | +13.2% | -9.8% | +23.0% | +14.8% |
| 3M | +7.8% | -0.7% | +8.5% | +7.4% |
| 6M | +15.8% | -4.3% | +20.1% | +15.7% |
| YTD | +21.0% | +70.6% | -49.6% | +9.5% |
| 1Y | +32.2% | +73.2% | -41.0% | +19.2% |
| 3Y | +76.7% | +60.3% | +16.4% | +58.3% |
| 5Y | +110.4% | +159.3% | -48.9% | +68.8% |
| 10Y | +261.0% | +147.4% | +113.5% | +153.7% |
| All | +921.7% | +67.4% | +854.3% | +663.6% |
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