+91.7%
CVE vs CAI
-3.6%
+95.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -21.6% | +18.9% | -3.0% |
| 7D | -14.1% | -28.0% | +13.9% | -14.5% |
| 30D | -11.6% | -5.2% | -6.4% | -11.4% |
| 3M | 0.0% | +58.2% | -58.2% | +1.5% |
| 6M | -8.4% | +37.4% | -45.7% | -7.2% |
| YTD | +65.9% | -3.5% | +69.4% | +67.6% |
| 1Y | +69.4% | -10.9% | +80.3% | +70.9% |
| All | +91.7% | -3.6% | +95.3% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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