-5.9%
CDE vs CVE
+89.9%
-95.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | +0.5% | +2.5% | -2.0% | -0.5% |
| 30D | +21.9% | +16.7% | +5.1% | +15.0% |
| 3M | +14.9% | +9.3% | +5.7% | +10.2% |
| 6M | -10.5% | +43.6% | -54.1% | -23.7% |
| YTD | +19.3% | +93.6% | -74.3% | -9.0% |
| 1Y | +50.8% | +98.8% | -47.9% | +13.5% |
| 3Y | +782.3% | +73.6% | +708.7% | +590.2% |
| 5Y | +191.7% | +312.5% | -120.8% | +65.2% |
| 10Y | +57.6% | +161.0% | -103.4% | -12.5% |
| All | -5.9% | +89.9% | -95.8% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling