+114.4%
CVE vs AS
+120.4%
-6.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.7% |
| 7D | +2.5% | -4.9% | +7.4% | +3.0% |
| 30D | +16.7% | -19.6% | +36.3% | +19.3% |
| 3M | +9.3% | -14.4% | +23.6% | +10.6% |
| 6M | +43.6% | -20.1% | +63.7% | +46.1% |
| YTD | +93.6% | -20.9% | +114.5% | +96.9% |
| 1Y | +98.8% | -21.9% | +120.6% | +101.7% |
| All | +114.4% | +120.4% | -6.0% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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