+135.5%
CVE vs CAPR
+142.6%
-7.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.2% | -0.6% |
| 7D | -16.1% | +41.1% | -57.2% | -16.6% |
| 30D | -10.4% | +11.1% | -21.5% | -10.6% |
| 3M | -2.4% | +115.3% | -117.7% | -4.0% |
| 6M | -4.4% | -73.8% | +69.4% | -3.5% |
| YTD | +64.9% | -68.8% | +133.8% | +65.8% |
| 1Y | +66.0% | +43.3% | +22.7% | +56.7% |
| 3Y | +57.7% | +214.7% | -157.0% | +31.4% |
| All | +135.5% | +142.6% | -7.0% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling