+11.1%
CVE vs CG
+283.8%
-272.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | 0.0% |
| 7D | -14.1% | -1.5% | -12.6% | -13.8% |
| 30D | -11.6% | +2.8% | -14.4% | -13.3% |
| 3M | 0.0% | -19.2% | +19.3% | +8.3% |
| 6M | -8.4% | -21.0% | +12.6% | -1.2% |
| YTD | +65.9% | -31.0% | +96.9% | +86.2% |
| 1Y | +69.4% | -21.1% | +90.5% | +78.0% |
| 3Y | +55.9% | +48.8% | +7.1% | +12.8% |
| 5Y | +146.2% | -21.5% | +167.7% | +130.8% |
| 10Y | +140.6% | +298.1% | -157.5% | +6.1% |
| All | +11.1% | +283.8% | -272.8% | -51.0% |
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