+146.2%
CVE vs AR
+75.2%
+71.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.4% |
| 7D | -14.1% | -11.7% | -2.4% | -8.8% |
| 30D | -11.6% | +1.8% | -13.5% | -12.3% |
| 3M | 0.0% | +6.0% | -5.9% | -2.9% |
| 6M | -8.4% | -7.0% | -1.4% | -5.6% |
| YTD | +65.9% | +5.6% | +60.3% | +60.3% |
| 1Y | +69.4% | +10.8% | +58.6% | +59.7% |
| 3Y | +55.9% | +19.3% | +36.6% | +35.2% |
| 5Y | +146.2% | +73.3% | +72.8% | +79.9% |
| All | +146.2% | +75.2% | +71.0% | +79.9% |
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