+732.6%
CMS vs CVE
+62.8%
+669.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.3% |
| 7D | +1.7% | -14.1% | +15.7% | +2.6% |
| 30D | +8.6% | -11.6% | +20.2% | +9.4% |
| 3M | -0.5% | 0.0% | -0.5% | -0.6% |
| 6M | -4.2% | -8.4% | +4.2% | -3.9% |
| YTD | +3.4% | +65.9% | -62.5% | -0.4% |
| 1Y | +0.4% | +69.4% | -69.0% | -3.4% |
| 3Y | +38.2% | +55.9% | -17.7% | +32.6% |
| 5Y | +35.4% | +146.2% | -110.7% | +24.2% |
| 10Y | +131.7% | +140.6% | -9.0% | +100.3% |
| All | +732.6% | +62.8% | +669.9% | +627.1% |
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 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