+146.2%
CVE vs CG
-21.0%
+167.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -1.1% |
| 7D | -14.1% | -1.5% | -12.6% | -13.9% |
| 30D | -11.6% | +2.8% | -14.4% | -12.6% |
| 3M | 0.0% | -19.2% | +19.3% | +5.1% |
| 6M | -8.4% | -21.0% | +12.6% | -3.8% |
| YTD | +65.9% | -31.0% | +96.9% | +79.3% |
| 1Y | +69.4% | -21.1% | +90.5% | +74.9% |
| 3Y | +55.9% | +48.8% | +7.1% | +27.4% |
| 5Y | +146.2% | -21.5% | +167.7% | +138.2% |
| All | +146.2% | -21.0% | +167.2% | +138.2% |
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