+54.5%
CI vs CVE
+148.3%
-93.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -1.0% |
| 7D | +1.0% | -14.1% | +15.1% | +2.4% |
| 30D | +9.9% | -11.6% | +21.5% | +11.0% |
| 3M | +12.1% | 0.0% | +12.0% | +11.7% |
| 6M | +10.6% | -8.4% | +19.0% | +11.0% |
| YTD | +11.4% | +65.9% | -54.5% | +4.9% |
| 1Y | +18.8% | +69.4% | -50.6% | +11.5% |
| 3Y | +2.9% | +55.9% | -53.1% | -3.2% |
| 5Y | +54.5% | +146.2% | -91.6% | +31.2% |
| All | +54.5% | +148.3% | -93.8% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling