+284.1%
CME vs CVE
+159.5%
+124.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | +6.2% | +16.7% | -10.5% | +4.6% |
| 3M | +10.4% | +9.3% | +1.2% | +9.3% |
| 6M | -9.5% | +43.6% | -53.1% | -13.0% |
| YTD | +6.0% | +93.6% | -87.6% | -1.1% |
| 1Y | +9.3% | +98.8% | -89.5% | +1.6% |
| 3Y | +57.7% | +73.6% | -15.9% | +46.8% |
| 5Y | +77.7% | +312.5% | -234.8% | +45.9% |
| All | +284.1% | +159.5% | +124.6% | +175.6% |
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