+596.3%
CDE vs CVE
+74.2%
+522.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -9.6% | +5.9% | -15.6% | -11.6% |
| 30D | -6.7% | -10.9% | +4.2% | -3.3% |
| 3M | -24.2% | -4.5% | -19.7% | -24.0% |
| 6M | -29.1% | -1.0% | -28.1% | -30.8% |
| YTD | -21.5% | +74.7% | -96.2% | -45.8% |
| 1Y | -7.4% | +65.8% | -73.2% | -34.2% |
| 3Y | +596.3% | +73.2% | +523.1% | +370.1% |
| All | +596.3% | +74.2% | +522.1% | +370.1% |
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