+58.6%
CVE vs AR
+20.9%
+37.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.5% |
| 7D | -14.1% | -11.7% | -2.4% | -9.0% |
| 30D | -11.6% | +1.8% | -13.5% | -12.2% |
| 3M | 0.0% | +6.0% | -5.9% | -2.6% |
| 6M | -8.4% | -7.0% | -1.4% | -5.7% |
| YTD | +65.9% | +5.6% | +60.3% | +61.1% |
| 1Y | +69.4% | +10.8% | +58.6% | +60.8% |
| All | +58.6% | +20.9% | +37.6% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling