+29.6%
CVE vs CG
+351.2%
-321.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.6% |
| 7D | +2.5% | -4.3% | +6.8% | +4.4% |
| 30D | +16.7% | -5.1% | +21.8% | +19.0% |
| 3M | +9.3% | +8.7% | +0.6% | +3.8% |
| 6M | +43.6% | -9.2% | +52.8% | +46.0% |
| YTD | +93.6% | -18.9% | +112.4% | +104.5% |
| 1Y | +98.8% | -25.6% | +124.4% | +116.9% |
| 3Y | +73.6% | +57.3% | +16.3% | +24.0% |
| 5Y | +312.5% | +10.2% | +302.3% | +228.5% |
| 10Y | +161.0% | +364.2% | -203.2% | +8.5% |
| All | +29.6% | +351.2% | -321.6% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling