+37.3%
CMS vs CVE
+72.1%
-34.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | +0.4% | +2.5% | -2.1% | +0.3% |
| 30D | -3.6% | +16.7% | -20.3% | -3.8% |
| 3M | -1.9% | +9.3% | -11.2% | -2.0% |
| 6M | -11.0% | +43.6% | -54.6% | -11.8% |
| YTD | +0.2% | +93.6% | -93.4% | -1.6% |
| 1Y | -1.3% | +98.8% | -100.1% | -3.2% |
| All | +37.3% | +72.1% | -34.8% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling