+714.5%
CVE vs ACI
+25.9%
+688.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +16.7% | +5.9% | +10.8% | +15.8% |
| 3M | +9.3% | -19.8% | +29.0% | +12.0% |
| 6M | +43.6% | -24.7% | +68.3% | +48.5% |
| YTD | +93.6% | -24.4% | +118.0% | +99.8% |
| 1Y | +98.8% | -31.5% | +130.2% | +108.0% |
| 3Y | +73.6% | -38.7% | +112.3% | +84.3% |
| 5Y | +312.5% | -42.8% | +355.3% | +333.0% |
| All | +714.5% | +25.9% | +688.6% | +717.0% |
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