+165.9%
CVE vs AGI
+374.0%
-208.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | +16.7% | +18.2% | -1.5% | +14.8% |
| 3M | +9.3% | -4.1% | +13.4% | +9.3% |
| 6M | +43.6% | -28.7% | +72.3% | +47.3% |
| YTD | +93.6% | -4.0% | +97.6% | +91.6% |
| 1Y | +98.8% | +17.4% | +81.3% | +91.7% |
| 3Y | +73.6% | +203.0% | -129.4% | +49.7% |
| 5Y | +312.5% | +376.7% | -64.2% | +236.9% |
| All | +165.9% | +374.0% | -208.1% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling