+135.5%
CVE vs A
+312.5%
-177.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -10.0% | +1.4% | -11.4% | -10.5% |
| 30D | -11.9% | +4.3% | -16.2% | -13.5% |
| 3M | -5.9% | +19.8% | -25.7% | -13.2% |
| 6M | -1.6% | +54.4% | -55.9% | -19.5% |
| YTD | +66.3% | +31.7% | +34.6% | +44.3% |
| 1Y | +57.5% | +22.4% | +35.1% | +41.1% |
| 3Y | +65.4% | +67.7% | -2.3% | +20.3% |
| 5Y | +144.2% | +15.7% | +128.4% | +109.6% |
| 10Y | +135.5% | +308.7% | -173.2% | +16.3% |
| All | +135.5% | +312.5% | -177.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling