+240.7%
CFG vs CVE
+137.5%
+103.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.3% |
| 7D | -2.2% | -14.1% | +11.9% | +2.4% |
| 30D | +0.4% | -11.6% | +12.0% | +3.9% |
| 3M | -12.6% | 0.0% | -12.6% | -13.3% |
| 6M | +0.6% | -8.4% | +9.0% | +1.5% |
| YTD | +12.4% | +65.9% | -53.5% | -8.0% |
| 1Y | +27.7% | +69.4% | -41.7% | +3.4% |
| 3Y | +172.4% | +55.9% | +116.5% | +121.3% |
| 5Y | +64.0% | +146.2% | -82.2% | +7.8% |
| All | +240.7% | +137.5% | +103.2% | +60.6% |
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