+62.8%
CVE vs CAPR
-98.8%
+161.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.8% | -2.7% |
| 7D | -14.1% | +29.7% | -43.8% | -14.7% |
| 30D | -11.6% | +11.0% | -22.6% | -12.0% |
| 3M | 0.0% | +118.8% | -118.8% | -2.8% |
| 6M | -8.4% | -73.9% | +65.5% | -7.1% |
| YTD | +65.9% | -70.2% | +136.1% | +67.3% |
| 1Y | +69.4% | +38.3% | +31.1% | +53.8% |
| 3Y | +55.9% | +199.7% | -143.7% | +32.2% |
| 5Y | +146.2% | +130.6% | +15.6% | +106.4% |
| 10Y | +140.6% | -68.5% | +209.1% | +85.7% |
| All | +62.8% | -98.8% | +161.6% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling