+69.4%
CVE vs COMP
+11.9%
+57.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.2% | +5.4% | -4.4% |
| 7D | -14.1% | -1.8% | -12.3% | -14.0% |
| 30D | -11.6% | -0.8% | -10.9% | -11.2% |
| 3M | 0.0% | -28.1% | +28.2% | -5.2% |
| 6M | -8.4% | +27.0% | -35.4% | -3.2% |
| YTD | +65.9% | -12.8% | +78.7% | +76.9% |
| 1Y | +69.4% | +4.9% | +64.5% | +80.9% |
| All | +69.4% | +11.9% | +57.5% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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