+134.5%
CVE vs A
+319.7%
-185.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | -16.1% | -0.1% | -16.1% | -16.1% |
| 30D | -10.4% | +3.4% | -13.7% | -11.7% |
| 3M | -2.4% | +23.8% | -26.2% | -11.1% |
| 6M | -4.4% | +49.0% | -53.4% | -20.7% |
| YTD | +64.9% | +29.4% | +35.5% | +44.2% |
| 1Y | +66.0% | +19.4% | +46.6% | +50.4% |
| 3Y | +57.7% | +66.2% | -8.5% | +14.9% |
| 5Y | +144.7% | +15.8% | +128.9% | +109.1% |
| All | +134.5% | +319.7% | -185.3% | +18.8% |
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