-2.3%
CRM vs CVE
+109.0%
-111.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -1.9% |
| 7D | -5.0% | +2.0% | -7.0% | -4.8% |
| 30D | +23.6% | +13.2% | +10.4% | +24.8% |
| 3M | +39.6% | +21.7% | +17.9% | +41.1% |
| 6M | +23.4% | +48.4% | -24.9% | +29.3% |
| YTD | -7.4% | +100.1% | -107.5% | +2.9% |
| 1Y | -2.3% | +107.8% | -110.2% | +11.0% |
| All | -2.3% | +109.0% | -111.3% | +11.0% |
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