+323.8%
CFG vs CVE
+159.5%
+164.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +1.5% | +2.5% | -1.0% | +0.7% |
| 30D | -3.8% | +16.7% | -20.6% | -8.7% |
| 3M | +11.5% | +9.3% | +2.2% | +7.3% |
| 6M | +19.2% | +43.6% | -24.4% | +3.8% |
| YTD | +23.7% | +93.6% | -69.9% | -3.0% |
| 1Y | +38.8% | +98.8% | -59.9% | +7.4% |
| 3Y | +178.9% | +73.6% | +105.3% | +120.2% |
| 5Y | +101.8% | +312.5% | -210.7% | +12.2% |
| All | +323.8% | +159.5% | +164.3% | +94.0% |
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