+145.0%
CI vs CVE
+159.5%
-14.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | +1.3% | +2.5% | -1.2% | +0.9% |
| 30D | +4.4% | +16.7% | -12.3% | +1.7% |
| 3M | +0.7% | +9.3% | -8.6% | -1.2% |
| 6M | +0.3% | +43.6% | -43.3% | -6.1% |
| YTD | +3.8% | +93.6% | -89.8% | -7.9% |
| 1Y | -5.5% | +98.8% | -104.2% | -16.7% |
| 3Y | +8.1% | +73.6% | -65.5% | -4.3% |
| 5Y | +42.8% | +312.5% | -269.7% | +3.2% |
| All | +145.0% | +159.5% | -14.4% | +53.7% |
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