+15.2%
CME vs CVE
+56.7%
-41.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +1.7% | -10.0% | +11.6% | +2.8% |
| 30D | +10.2% | -11.9% | +22.0% | +11.6% |
| 3M | +17.8% | -5.9% | +23.7% | +18.0% |
| 6M | +11.0% | -1.6% | +12.5% | +10.1% |
| YTD | +17.0% | +66.3% | -49.2% | +9.8% |
| All | +15.2% | +56.7% | -41.6% | +7.9% |
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