+162.3%
CVE vs CAPR
-75.6%
+237.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +2.5% | -2.0% | +4.5% | +2.6% |
| 30D | +16.7% | +139.2% | -122.5% | +12.8% |
| 3M | +9.3% | -66.4% | +75.6% | +10.7% |
| 6M | +43.6% | -63.1% | +106.7% | +44.7% |
| YTD | +93.6% | -67.4% | +161.0% | +95.6% |
| 1Y | +98.8% | +58.2% | +40.5% | +75.7% |
| 3Y | +73.6% | +42.2% | +31.4% | +44.3% |
| 5Y | +312.5% | +87.3% | +225.2% | +228.7% |
| All | +162.3% | -75.6% | +237.9% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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