+135.8%
CVE vs CF
+557.2%
-421.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -6.4% |
| 7D | -14.1% | +0.4% | -14.5% | -14.4% |
| 30D | -11.6% | +2.2% | -13.8% | -13.0% |
| 3M | 0.0% | +2.1% | -2.1% | -2.1% |
| 6M | -8.4% | -6.5% | -1.8% | -6.0% |
| YTD | +65.9% | +55.6% | +10.4% | +21.2% |
| 1Y | +69.4% | +42.3% | +27.1% | +30.4% |
| 3Y | +55.9% | +55.7% | +0.2% | +8.7% |
| 5Y | +146.2% | +122.4% | +23.7% | +24.1% |
| All | +135.8% | +557.2% | -421.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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