+148.6%
CVE vs CG
+278.5%
-129.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.2% |
| 7D | +5.9% | +0.2% | +5.8% | +5.6% |
| 30D | -10.9% | +11.2% | -22.0% | -15.8% |
| 3M | -4.5% | -22.1% | +17.6% | +5.4% |
| 6M | -1.0% | -17.9% | +17.0% | +5.1% |
| YTD | +74.7% | -31.3% | +106.0% | +97.3% |
| 1Y | +65.8% | -24.0% | +89.8% | +77.3% |
| 3Y | +73.2% | +45.0% | +28.2% | +21.6% |
| 5Y | +155.6% | -22.6% | +178.2% | +141.9% |
| All | +148.6% | +278.5% | -129.9% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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