+55.1%
CDE vs CVE
+147.6%
-92.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -5.3% |
| 7D | -2.3% | +4.6% | -6.9% | -3.5% |
| 30D | -12.1% | -12.0% | -0.1% | -9.5% |
| 3M | -23.9% | -3.8% | -20.2% | -23.8% |
| 6M | -29.0% | -2.7% | -26.3% | -29.7% |
| YTD | -19.7% | +73.6% | -93.3% | -33.4% |
| 1Y | -8.4% | +62.0% | -70.4% | -22.5% |
| 3Y | +578.5% | +72.7% | +505.8% | +458.1% |
| 5Y | +100.2% | +153.9% | -53.7% | +49.6% |
| All | +55.1% | +147.6% | -92.5% | +3.0% |
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 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 · 6 months rolling