+89.9%
CVE vs A
+722.1%
-632.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | +2.5% | -1.9% | +4.4% | +3.4% |
| 30D | +16.7% | +6.9% | +9.8% | +12.9% |
| 3M | +9.3% | +9.2% | 0.0% | +4.0% |
| 6M | +43.6% | +25.7% | +17.9% | +25.4% |
| YTD | +93.6% | +11.5% | +82.1% | +78.3% |
| 1Y | +98.8% | +18.4% | +80.4% | +76.0% |
| 3Y | +73.6% | +26.6% | +47.0% | +41.9% |
| 5Y | +312.5% | -12.8% | +325.3% | +297.2% |
| 10Y | +161.0% | +247.2% | -86.1% | +16.5% |
| All | +89.9% | +722.1% | -632.1% | -51.6% |
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