-27.4%
CRM vs CVE
+136.5%
-163.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -3.9% | -10.0% | +6.1% | -2.3% |
| 30D | -6.8% | -11.9% | +5.0% | -5.1% |
| 3M | +8.3% | -5.9% | +14.2% | +9.0% |
| 6M | +17.9% | -1.6% | +19.5% | +17.3% |
| YTD | -18.9% | +66.3% | -85.1% | -27.4% |
| 1Y | -10.9% | +57.5% | -68.4% | -19.4% |
| 3Y | +1.8% | +65.4% | -63.6% | -11.1% |
| 5Y | -27.4% | +144.2% | -171.6% | -42.5% |
| All | -27.4% | +136.5% | -163.9% | -42.5% |
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