+134.5%
CVE vs CG
+290.3%
-155.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -16.1% | -1.2% | -14.9% | -16.0% |
| 30D | -10.4% | +5.0% | -15.4% | -13.0% |
| 3M | -2.4% | -18.2% | +15.8% | +5.5% |
| 6M | -4.4% | -20.7% | +16.3% | +3.3% |
| YTD | +64.9% | -31.4% | +96.4% | +86.8% |
| 1Y | +66.0% | -22.3% | +88.3% | +75.9% |
| 3Y | +57.7% | +50.2% | +7.5% | +8.8% |
| 5Y | +144.7% | -22.1% | +166.8% | +130.8% |
| All | +134.5% | +290.3% | -155.8% | 0.0% |
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