+135.5%
CVE vs CG
-22.2%
+157.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -16.1% | -1.2% | -14.9% | -16.0% |
| 30D | -10.4% | +5.0% | -15.4% | -11.9% |
| 3M | -2.4% | -18.2% | +15.8% | +2.2% |
| 6M | -4.4% | -20.7% | +16.3% | +0.3% |
| YTD | +64.9% | -31.4% | +96.4% | +78.6% |
| 1Y | +66.0% | -22.3% | +88.3% | +72.2% |
| 3Y | +57.7% | +50.2% | +7.5% | +28.3% |
| All | +135.5% | -22.2% | +157.7% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling