+598.0%
CVE vs ACI
+34.5%
+563.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -2.3% |
| 7D | -14.1% | +3.5% | -17.6% | -14.6% |
| 30D | -11.6% | +16.8% | -28.4% | -13.6% |
| 3M | 0.0% | +13.1% | -13.1% | -1.8% |
| 6M | -8.4% | -15.6% | +7.3% | -6.9% |
| YTD | +65.9% | -19.2% | +85.1% | +69.4% |
| 1Y | +69.4% | -20.7% | +90.1% | +73.4% |
| 3Y | +55.9% | -33.4% | +89.3% | +63.3% |
| 5Y | +146.2% | -41.7% | +187.8% | +158.2% |
| All | +598.0% | +34.5% | +563.5% | +592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling