+25.7%
CVE vs CNH
+33.9%
-8.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.2% | -7.5% | -7.6% |
| 7D | -12.1% | +6.5% | -18.5% | -14.9% |
| 30D | -9.8% | -12.0% | +2.2% | -4.2% |
| 3M | -0.7% | +4.4% | -5.1% | -5.0% |
| 6M | -4.3% | +15.7% | -20.0% | -15.9% |
| YTD | +70.6% | +28.2% | +42.4% | +38.0% |
| 1Y | +73.2% | +14.8% | +58.4% | +48.0% |
| 3Y | +60.3% | +8.3% | +52.0% | +34.7% |
| 5Y | +159.3% | -15.2% | +174.5% | +142.3% |
| 10Y | +147.4% | +122.0% | +25.4% | +38.1% |
| All | +25.7% | +33.9% | -8.2% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling