+94.7%
CVE vs CF
+1,093.1%
-998.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | +0.2% | -0.9% | +1.1% | +0.6% |
| 30D | +17.5% | +18.1% | -0.6% | +7.7% |
| 3M | +16.2% | +23.4% | -7.2% | +4.0% |
| 6M | +47.8% | +17.1% | +30.7% | +33.3% |
| YTD | +98.5% | +76.2% | +22.3% | +44.9% |
| 1Y | +109.8% | +62.3% | +47.5% | +59.0% |
| 3Y | +75.5% | +71.8% | +3.6% | +25.5% |
| 5Y | +341.6% | +234.6% | +107.0% | +114.2% |
| 10Y | +159.8% | +574.3% | -414.5% | -3.9% |
| All | +94.7% | +1,093.1% | -998.3% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling