+134.5%
CVE vs AR
+44.3%
+90.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -16.1% | -14.3% | -1.9% | -10.6% |
| 30D | -10.4% | +1.4% | -11.8% | -10.8% |
| 3M | -2.4% | +3.4% | -5.7% | -3.9% |
| 6M | -4.4% | -2.1% | -2.4% | -3.9% |
| YTD | +64.9% | +4.7% | +60.2% | +60.8% |
| 1Y | +66.0% | +10.6% | +55.5% | +58.0% |
| 3Y | +57.7% | +24.6% | +33.1% | +37.8% |
| 5Y | +144.7% | +71.9% | +72.8% | +81.0% |
| All | +134.5% | +44.3% | +90.1% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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