+66.0%
CVE vs CNH
+11.5%
+54.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -0.5% |
| 7D | -16.1% | -1.7% | -14.4% | -16.2% |
| 30D | -10.4% | -7.2% | -3.2% | -10.7% |
| 3M | -2.4% | +6.5% | -8.9% | -1.3% |
| 6M | -4.4% | +7.9% | -12.3% | -3.3% |
| YTD | +64.9% | +26.6% | +38.4% | +70.7% |
| 1Y | +66.0% | +13.8% | +52.3% | +69.7% |
| All | +66.0% | +11.5% | +54.5% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling