+147.4%
CVE vs CF
+542.5%
-395.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.4% | -3.3% | -5.0% |
| 7D | -12.1% | -6.9% | -5.2% | -8.2% |
| 30D | -9.8% | -3.7% | -6.0% | -7.7% |
| 3M | -0.7% | -5.0% | +4.2% | +1.7% |
| 6M | -4.3% | -10.5% | +6.1% | +1.0% |
| YTD | +70.6% | +46.5% | +24.1% | +29.6% |
| 1Y | +73.2% | +34.8% | +38.3% | +38.0% |
| 3Y | +60.3% | +46.7% | +13.6% | +16.1% |
| 5Y | +159.3% | +112.0% | +47.3% | +34.7% |
| 10Y | +147.4% | +529.7% | -382.3% | -24.6% |
| All | +147.4% | +542.5% | -395.1% | -24.6% |
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