+159.3%
CVE vs COMP
-21.4%
+180.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.7% | -15.4% | -8.1% |
| 7D | -12.1% | +9.5% | -21.6% | -12.6% |
| 30D | -9.8% | +8.1% | -17.9% | -10.3% |
| 3M | -0.7% | -16.3% | +15.6% | 0.0% |
| 6M | -4.3% | +42.2% | -46.5% | -8.1% |
| YTD | +70.6% | -5.0% | +75.6% | +68.4% |
| 1Y | +73.2% | +20.1% | +53.1% | +66.8% |
| 3Y | +60.3% | +358.4% | -298.1% | +29.8% |
| 5Y | +159.3% | -21.9% | +181.2% | +123.2% |
| All | +159.3% | -21.4% | +180.7% | +123.2% |
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