+83.7%
CVE vs AS
+133.7%
-50.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -2.6% |
| 7D | -14.1% | +7.1% | -21.2% | -14.6% |
| 30D | -11.6% | +12.8% | -24.4% | -12.6% |
| 3M | 0.0% | -14.7% | +14.8% | +1.6% |
| 6M | -8.4% | -9.9% | +1.6% | -8.0% |
| YTD | +65.9% | -16.1% | +82.1% | +67.7% |
| 1Y | +69.4% | +0.2% | +69.3% | +65.1% |
| All | +83.7% | +133.7% | -50.0% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling