+165.7%
CI vs CVE
+137.5%
+28.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.8% |
| 7D | +1.0% | -14.1% | +15.1% | +3.4% |
| 30D | +9.9% | -11.6% | +21.5% | +11.8% |
| 3M | +12.1% | 0.0% | +12.0% | +11.6% |
| 6M | +10.6% | -8.4% | +19.0% | +11.3% |
| YTD | +11.4% | +65.9% | -54.5% | +1.0% |
| 1Y | +18.8% | +69.4% | -50.6% | +7.1% |
| 3Y | +2.9% | +55.9% | -53.1% | -7.7% |
| 5Y | +54.5% | +146.2% | -91.6% | +22.6% |
| All | +165.7% | +137.5% | +28.2% | +70.0% |
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