+328.9%
CME vs CVE
+136.1%
+192.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | +0.9% | -16.1% | +17.0% | +2.6% |
| 30D | +13.2% | -10.4% | +23.6% | +14.3% |
| 3M | +16.3% | -2.4% | +18.6% | +16.3% |
| 6M | +7.1% | -4.4% | +11.6% | +7.3% |
| YTD | +15.8% | +64.9% | -49.1% | +9.6% |
| 1Y | +17.1% | +66.0% | -49.0% | +10.6% |
| 3Y | +63.2% | +57.7% | +5.5% | +53.1% |
| 5Y | +70.2% | +144.7% | -74.5% | +48.0% |
| All | +328.9% | +136.1% | +192.7% | +213.3% |
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