+495.0%
CRH vs CVE
+89.9%
+405.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.8% |
| 7D | -1.7% | +2.5% | -4.2% | -2.4% |
| 30D | -5.4% | +16.7% | -22.1% | -9.5% |
| 3M | -11.2% | +9.3% | -20.5% | -14.3% |
| 6M | -15.8% | +43.6% | -59.4% | -25.7% |
| YTD | -23.6% | +93.6% | -117.2% | -38.5% |
| 1Y | -14.6% | +98.8% | -113.4% | -32.2% |
| 3Y | +74.3% | +73.6% | +0.7% | +40.3% |
| 5Y | +103.7% | +312.5% | -208.8% | +18.7% |
| 10Y | +261.4% | +161.0% | +100.4% | +95.1% |
| All | +495.0% | +89.9% | +405.0% | +252.2% |
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 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