+148.6%
CVE vs AIG
+67.5%
+81.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +5.9% | +6.6% | -0.6% | +1.4% |
| 30D | -10.9% | +7.0% | -17.9% | -15.2% |
| 3M | -4.5% | +9.7% | -14.2% | -11.0% |
| 6M | -1.0% | +10.8% | -11.8% | -9.1% |
| YTD | +74.7% | -1.3% | +76.0% | +71.6% |
| 1Y | +65.8% | +8.4% | +57.5% | +52.1% |
| 3Y | +73.2% | +39.0% | +34.2% | +29.4% |
| 5Y | +155.6% | +59.6% | +96.0% | +66.9% |
| All | +148.6% | +67.5% | +81.0% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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