+67.4%
CVE vs CAPR
-98.8%
+166.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +8.3% | -15.9% | -7.9% |
| 7D | -12.1% | +43.2% | -55.3% | -13.0% |
| 30D | -9.8% | +14.7% | -24.4% | -10.3% |
| 3M | -0.7% | +113.9% | -114.6% | -3.5% |
| 6M | -4.3% | -73.4% | +69.1% | -3.0% |
| YTD | +70.6% | -69.1% | +139.7% | +71.8% |
| 1Y | +73.2% | +47.2% | +26.0% | +56.9% |
| 3Y | +60.3% | +210.8% | -150.5% | +35.8% |
| 5Y | +159.3% | +134.1% | +25.2% | +117.3% |
| 10Y | +147.4% | -67.3% | +214.8% | +90.8% |
| All | +67.4% | -98.8% | +166.1% | +30.1% |
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