+43.5%
CVE vs AR
-27.2%
+70.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +2.5% | +2.5% | 0.0% | +1.5% |
| 30D | +16.7% | +14.8% | +1.9% | +10.3% |
| 3M | +9.3% | +6.2% | +3.0% | +6.5% |
| 6M | +43.6% | +4.3% | +39.3% | +40.9% |
| YTD | +93.6% | +14.4% | +79.2% | +82.2% |
| 1Y | +98.8% | +21.3% | +77.4% | +81.6% |
| 3Y | +73.6% | +39.8% | +33.8% | +44.2% |
| 5Y | +312.5% | +142.1% | +170.4% | +164.3% |
| 10Y | +161.0% | +52.0% | +109.0% | +73.0% |
| All | +43.5% | -27.2% | +70.7% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling