+63.1%
CVE vs COMP
+346.2%
-283.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.7% | -15.4% | -7.4% |
| 7D | -12.1% | +9.5% | -21.6% | -11.8% |
| 30D | -9.8% | +8.1% | -17.9% | -9.6% |
| 3M | -0.7% | -16.3% | +15.6% | -0.8% |
| 6M | -4.3% | +42.2% | -46.5% | -5.1% |
| YTD | +70.6% | -5.0% | +75.6% | +71.9% |
| 1Y | +73.2% | +20.1% | +53.1% | +71.7% |
| All | +63.1% | +346.2% | -283.2% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling