-68.9%
CBRS vs CVE
-5.6%
-63.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.5% | +7.3% | +7.7% |
| 7D | +0.4% | -10.1% | +10.4% | +3.7% |
| 30D | -41.1% | -12.1% | -29.0% | -38.9% |
| 3M | -57.4% | -1.9% | -55.5% | -59.9% |
| All | -68.9% | -5.6% | -63.3% | -67.9% |
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 · Available span rolling