+288.0%
CME vs CVE
+132.7%
+155.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +1.7% | -10.0% | +11.6% | +2.7% |
| 30D | +10.2% | -11.9% | +22.0% | +11.4% |
| 3M | +17.8% | -5.9% | +23.7% | +18.3% |
| 6M | +11.0% | -1.6% | +12.5% | +10.8% |
| YTD | +17.0% | +66.3% | -49.2% | +10.6% |
| 1Y | +15.8% | +57.5% | -41.7% | +10.0% |
| 3Y | +61.8% | +65.4% | -3.6% | +51.0% |
| 5Y | +72.5% | +144.2% | -71.7% | +50.1% |
| 10Y | +288.0% | +135.5% | +152.5% | +181.3% |
| All | +288.0% | +132.7% | +155.3% | +181.3% |
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