+62.0%
CVE vs CG
-26.5%
+88.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +1.1% |
| 7D | +4.6% | -1.5% | +6.1% | +4.4% |
| 30D | -12.0% | +5.7% | -17.7% | -11.2% |
| 3M | -3.8% | -17.9% | +14.1% | -5.7% |
| 6M | -2.7% | -20.2% | +17.5% | -4.1% |
| YTD | +73.6% | -32.0% | +105.6% | +71.1% |
| 1Y | +62.0% | -27.0% | +89.0% | +54.8% |
| All | +62.0% | -26.5% | +88.5% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling