-3.5%
CRM vs CVE
+327.8%
-331.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.4% | -4.3% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | +29.3% | +17.5% | +11.8% | +25.8% |
| 3M | +36.8% | +16.2% | +20.6% | +32.9% |
| 6M | +23.9% | +47.8% | -23.9% | +14.9% |
| YTD | -5.5% | +98.5% | -104.0% | -17.5% |
| 1Y | -0.4% | +109.8% | -110.2% | -14.3% |
| 3Y | +12.8% | +75.5% | -62.7% | -1.8% |
| 5Y | -3.5% | +341.6% | -345.1% | -26.5% |
| All | -3.5% | +327.8% | -331.3% | -26.5% |
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