+123.7%
CVE vs CAI
-7.1%
+130.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | +2.5% | -2.2% | +4.7% | +2.4% |
| 30D | +16.7% | +52.4% | -35.7% | +17.8% |
| 3M | +9.3% | +45.1% | -35.8% | +10.1% |
| 6M | +43.6% | +26.2% | +17.4% | +44.6% |
| YTD | +93.6% | -7.1% | +100.7% | +94.4% |
| 1Y | +98.8% | -31.0% | +129.8% | +100.1% |
| All | +123.7% | -7.1% | +130.9% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling