+16.5%
CME vs CVE
+62.9%
-46.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +3.9% | +5.9% | -2.0% | +3.3% |
| 30D | +11.3% | -10.9% | +22.2% | +12.7% |
| 3M | +19.6% | -4.5% | +24.1% | +19.7% |
| 6M | +8.1% | -1.0% | +9.0% | +7.2% |
| YTD | +20.4% | +74.7% | -54.3% | +11.7% |
| 1Y | +16.5% | +65.8% | -49.3% | +8.1% |
| All | +16.5% | +62.9% | -46.4% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling