+833.6%
CME vs CVE
+67.4%
+766.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.6% | +9.0% | +2.4% |
| 7D | +4.8% | -12.1% | +16.9% | +6.5% |
| 30D | +14.2% | -9.8% | +23.9% | +15.6% |
| 3M | +17.9% | -0.7% | +18.6% | +17.7% |
| 6M | +7.2% | -4.3% | +11.6% | +7.4% |
| YTD | +16.7% | +70.6% | -53.9% | +8.0% |
| 1Y | +19.6% | +73.2% | -53.6% | +10.3% |
| 3Y | +67.9% | +60.3% | +7.6% | +53.8% |
| 5Y | +72.4% | +159.3% | -86.9% | +42.4% |
| 10Y | +340.4% | +147.4% | +193.0% | +220.1% |
| All | +833.6% | +67.4% | +766.2% | +581.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling