-1.4%
CMS vs CVE
+67.8%
-69.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -1.3% | -16.1% | +14.8% | -1.5% |
| 30D | +6.3% | -10.4% | +16.7% | +6.1% |
| 3M | -2.1% | -2.4% | +0.3% | -2.3% |
| 6M | -5.1% | -4.4% | -0.7% | -5.4% |
| YTD | +1.3% | +64.9% | -63.7% | -4.3% |
| 1Y | -1.4% | +66.0% | -67.4% | -7.2% |
| All | -1.4% | +67.8% | -69.2% | -7.2% |
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