+197.9%
CRM vs CVE
+144.4%
+53.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.8% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -6.8% | -10.8% | +4.0% | -5.5% |
| 3M | +10.6% | -4.3% | +14.9% | +11.0% |
| 6M | +23.4% | -1.5% | +24.8% | +22.9% |
| YTD | -17.1% | +70.7% | -87.9% | -24.1% |
| 1Y | -10.1% | +58.1% | -68.2% | -16.7% |
| 3Y | +4.0% | +69.8% | -65.9% | -6.1% |
| 5Y | -26.7% | +148.9% | -175.6% | -38.1% |
| 10Y | +197.9% | +143.5% | +54.3% | +116.9% |
| All | +197.9% | +144.4% | +53.4% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling