+320.2%
CVE vs CNH
+11.5%
+308.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.4% | -2.8% |
| 7D | +2.5% | +23.3% | -20.8% | -5.5% |
| 30D | +16.7% | +33.5% | -16.7% | +4.0% |
| 3M | +9.3% | +32.7% | -23.5% | -3.7% |
| 6M | +43.6% | +22.2% | +21.4% | +29.2% |
| YTD | +93.6% | +57.7% | +35.9% | +53.4% |
| 1Y | +98.8% | +28.0% | +70.8% | +73.1% |
| 3Y | +73.6% | +11.5% | +62.1% | +57.5% |
| All | +320.2% | +11.5% | +308.7% | +243.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling