+62.8%
CVE vs A
+837.4%
-774.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.4% |
| 7D | -14.1% | -5.2% | -8.9% | -12.0% |
| 30D | -11.6% | +1.4% | -13.1% | -12.4% |
| 3M | 0.0% | +21.9% | -21.9% | -9.5% |
| 6M | -8.4% | +46.7% | -55.0% | -25.4% |
| YTD | +65.9% | +27.2% | +38.7% | +43.0% |
| 1Y | +69.4% | +17.9% | +51.5% | +51.2% |
| 3Y | +55.9% | +61.1% | -5.2% | +12.9% |
| 5Y | +146.2% | +13.8% | +132.3% | +105.6% |
| 10Y | +140.6% | +318.8% | -178.2% | -2.3% |
| All | +62.8% | +837.4% | -774.7% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling