+320.2%
CVE vs COMP
-31.2%
+351.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.3% |
| 7D | +2.5% | +1.4% | +1.1% | +2.4% |
| 30D | +16.7% | -13.3% | +30.1% | +17.7% |
| 3M | +9.3% | +41.1% | -31.8% | +5.9% |
| 6M | +43.6% | +17.2% | +26.4% | +40.2% |
| YTD | +93.6% | +5.2% | +88.4% | +90.2% |
| 1Y | +98.8% | +18.9% | +79.8% | +92.1% |
| 3Y | +73.6% | +215.9% | -142.3% | +46.7% |
| All | +320.2% | -31.2% | +351.3% | +333.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling