+94.6%
CRH vs CVE
+335.8%
-241.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -4.8% | +1.6% | -6.4% | -5.0% |
| 30D | -13.1% | +11.7% | -24.8% | -14.7% |
| 3M | -12.0% | +18.2% | -30.1% | -14.8% |
| 6M | -16.9% | +48.8% | -65.7% | -24.0% |
| YTD | -29.0% | +99.4% | -128.4% | -39.1% |
| 1Y | -20.3% | +97.9% | -118.2% | -31.9% |
| 3Y | +69.2% | +76.3% | -7.0% | +43.7% |
| 5Y | +94.6% | +344.6% | -250.0% | +32.5% |
| All | +94.6% | +335.8% | -241.1% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling