+134.5%
CVE vs CP
+253.8%
-119.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.8% |
| 7D | -16.1% | +2.8% | -18.9% | -18.3% |
| 30D | -10.4% | +10.2% | -20.6% | -17.8% |
| 3M | -2.4% | +2.4% | -4.7% | -5.4% |
| 6M | -4.4% | +7.7% | -12.1% | -12.0% |
| YTD | +64.9% | +26.0% | +39.0% | +30.9% |
| 1Y | +66.0% | +34.6% | +31.4% | +24.2% |
| 3Y | +57.7% | +26.7% | +31.0% | +18.6% |
| 5Y | +144.7% | +24.9% | +119.8% | +77.8% |
| All | +134.5% | +253.8% | -119.3% | -29.0% |
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