+706.5%
CMS vs CVE
+89.9%
+616.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +0.4% | +2.5% | -2.1% | +0.2% |
| 30D | -3.6% | +16.7% | -20.3% | -4.6% |
| 3M | -1.9% | +9.3% | -11.2% | -2.6% |
| 6M | -11.0% | +43.6% | -54.6% | -13.2% |
| YTD | +0.2% | +93.6% | -93.4% | -4.3% |
| 1Y | -1.3% | +98.8% | -100.1% | -6.0% |
| 3Y | +35.9% | +73.6% | -37.7% | +29.7% |
| 5Y | +23.1% | +312.5% | -289.4% | +8.9% |
| 10Y | +117.9% | +161.0% | -43.1% | +88.5% |
| All | +706.5% | +89.9% | +616.5% | +598.4% |
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