+153.1%
CVE vs ACI
-39.5%
+192.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.5% | -11.2% | -8.0% |
| 7D | -12.1% | +4.5% | -16.6% | -12.6% |
| 30D | -9.8% | +20.9% | -30.6% | -11.9% |
| 3M | -0.7% | +15.2% | -16.0% | -2.5% |
| 6M | -4.3% | -13.3% | +9.0% | -3.0% |
| YTD | +70.6% | -16.2% | +86.8% | +73.4% |
| 1Y | +73.2% | -16.9% | +90.0% | +76.2% |
| 3Y | +60.3% | -30.8% | +91.2% | +67.6% |
| All | +153.1% | -39.5% | +192.6% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling