+237.0%
CFG vs CVE
+136.7%
+100.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +0.3% | -10.1% | +10.3% | +3.5% |
| 30D | +3.2% | -12.1% | +15.3% | +7.0% |
| 3M | -9.7% | -1.9% | -7.8% | -9.9% |
| 6M | +3.6% | -1.8% | +5.5% | +2.3% |
| YTD | +14.7% | +65.8% | -51.1% | -6.2% |
| 1Y | +29.6% | +60.8% | -31.3% | +6.9% |
| 3Y | +190.6% | +70.1% | +120.4% | +129.4% |
| 5Y | +67.1% | +134.8% | -67.7% | +11.8% |
| 10Y | +237.0% | +130.1% | +106.9% | +58.0% |
| All | +237.0% | +136.7% | +100.3% | +58.0% |
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