-8.6%
CRM vs CVE
+62.9%
-71.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.2% |
| 7D | +2.0% | +5.9% | -4.0% | +2.2% |
| 30D | -7.7% | -10.9% | +3.2% | -8.2% |
| 3M | +8.4% | -4.5% | +12.9% | +8.4% |
| 6M | +31.9% | -1.0% | +32.9% | +31.7% |
| YTD | -17.2% | +74.7% | -91.9% | -5.8% |
| 1Y | -8.6% | +65.8% | -74.4% | +5.0% |
| All | -8.6% | +62.9% | -71.5% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling