+135.8%
CVE vs CP
+259.9%
-124.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.2% |
| 7D | -14.1% | +6.1% | -20.2% | -18.4% |
| 30D | -11.6% | +9.8% | -21.4% | -18.6% |
| 3M | 0.0% | +2.7% | -2.7% | -3.3% |
| 6M | -8.4% | +12.8% | -21.2% | -19.0% |
| YTD | +65.9% | +28.2% | +37.7% | +29.9% |
| 1Y | +69.4% | +34.1% | +35.3% | +27.2% |
| 3Y | +55.9% | +28.9% | +27.1% | +15.7% |
| 5Y | +146.2% | +27.1% | +119.1% | +76.5% |
| All | +135.8% | +259.9% | -124.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling