+39.6%
CDE vs CVE
+170.0%
-130.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.3% | -3.4% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | +18.8% | +17.5% | +1.3% | +13.4% |
| 3M | +23.5% | +16.2% | +7.3% | +17.3% |
| 6M | -8.6% | +47.8% | -56.4% | -20.0% |
| YTD | +16.0% | +98.5% | -82.5% | -6.9% |
| 1Y | +42.1% | +109.8% | -67.7% | +11.9% |
| 3Y | +835.9% | +75.5% | +760.4% | +667.0% |
| 5Y | +197.6% | +341.6% | -144.0% | +96.0% |
| 10Y | +39.6% | +159.8% | -120.2% | -4.6% |
| All | +39.6% | +170.0% | -130.5% | -4.6% |
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 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