+159.3%
CVE vs AR
+73.2%
+86.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.3% | -1.4% | -4.7% |
| 7D | -12.1% | -11.1% | -1.0% | -7.0% |
| 30D | -9.8% | +7.9% | -17.7% | -12.9% |
| 3M | -0.7% | +4.9% | -5.6% | -3.1% |
| 6M | -4.3% | -5.3% | +1.0% | -2.3% |
| YTD | +70.6% | +8.6% | +62.0% | +62.6% |
| 1Y | +73.2% | +13.7% | +59.5% | +61.2% |
| 3Y | +60.3% | +22.8% | +37.6% | +37.2% |
| 5Y | +159.3% | +82.0% | +77.3% | +84.5% |
| All | +159.3% | +73.2% | +86.1% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling