+165.9%
CVE vs BG
+148.6%
+17.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | +2.5% | +2.8% | -0.3% | +0.8% |
| 30D | +16.7% | +12.0% | +4.7% | +9.0% |
| 3M | +9.3% | -7.7% | +17.0% | +13.7% |
| 6M | +43.6% | +4.5% | +39.1% | +38.2% |
| YTD | +93.6% | +35.7% | +57.9% | +59.7% |
| 1Y | +98.8% | +50.1% | +48.7% | +51.9% |
| 3Y | +73.6% | +12.6% | +61.0% | +54.3% |
| 5Y | +312.5% | +75.4% | +237.0% | +170.8% |
| All | +165.9% | +148.6% | +17.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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