+148.6%
CVE vs CNH
+106.0%
+42.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +5.9% | +3.0% | +2.9% | +3.5% |
| 30D | -10.9% | -0.6% | -10.3% | -11.4% |
| 3M | -4.5% | +14.6% | -19.1% | -14.1% |
| 6M | -1.0% | +11.8% | -12.7% | -12.4% |
| YTD | +74.7% | +30.4% | +44.3% | +36.1% |
| 1Y | +65.8% | +19.1% | +46.8% | +36.1% |
| 3Y | +73.2% | +30.2% | +43.0% | +24.8% |
| 5Y | +155.6% | -17.8% | +173.4% | +139.6% |
| All | +148.6% | +106.0% | +42.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling