+58.6%
CVE vs CG
+48.3%
+10.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -1.4% |
| 7D | -14.1% | -1.5% | -12.6% | -13.9% |
| 30D | -11.6% | +2.8% | -14.4% | -12.4% |
| 3M | 0.0% | -19.2% | +19.3% | +4.4% |
| 6M | -8.4% | -21.0% | +12.6% | -4.2% |
| YTD | +65.9% | -31.0% | +96.9% | +78.8% |
| 1Y | +69.4% | -21.1% | +90.5% | +73.7% |
| All | +58.6% | +48.3% | +10.3% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling