+1,507.8%
CRM vs CVE
+89.9%
+1,417.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +1.3% | +2.5% | -1.2% | +0.8% |
| 30D | +34.3% | +16.7% | +17.6% | +30.3% |
| 3M | +37.7% | +9.3% | +28.4% | +34.8% |
| 6M | +34.9% | +43.6% | -8.7% | +24.8% |
| YTD | -1.6% | +93.6% | -95.2% | -14.8% |
| 1Y | +7.1% | +98.8% | -91.6% | -8.0% |
| 3Y | +19.0% | +73.6% | -54.6% | +3.1% |
| 5Y | -1.3% | +312.5% | -313.7% | -30.4% |
| 10Y | +251.2% | +161.0% | +90.1% | +139.1% |
| All | +1,507.8% | +89.9% | +1,417.9% | +1,036.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling