+146.2%
CVE vs CNH
-17.9%
+164.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -1.4% |
| 7D | -14.1% | -0.4% | -13.7% | -14.0% |
| 30D | -11.6% | -15.2% | +3.6% | -6.6% |
| 3M | 0.0% | +4.3% | -4.2% | -2.9% |
| 6M | -8.4% | +10.1% | -18.4% | -14.8% |
| YTD | +65.9% | +23.2% | +42.7% | +43.5% |
| 1Y | +69.4% | +8.5% | +60.9% | +54.8% |
| 3Y | +55.9% | +4.1% | +51.9% | +39.8% |
| 5Y | +146.2% | -17.8% | +164.0% | +133.8% |
| All | +146.2% | -17.9% | +164.1% | +133.8% |
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