+522.0%
CDE vs CVE
+53.7%
+468.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | +18.1% | -16.1% | +34.2% | +25.5% |
| 30D | -6.2% | -10.4% | +4.1% | -3.3% |
| 3M | -1.2% | -2.4% | +1.2% | -2.0% |
| 6M | -17.4% | -4.4% | -13.0% | -18.5% |
| YTD | -13.1% | +64.9% | -78.1% | -38.8% |
| 1Y | +7.3% | +66.0% | -58.8% | -25.1% |
| 3Y | +522.0% | +57.7% | +464.3% | +325.8% |
| All | +522.0% | +53.7% | +468.3% | +325.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling