+162.3%
CVE vs CP
+220.9%
-58.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.6% |
| 7D | +2.5% | -2.7% | +5.2% | +4.5% |
| 30D | +16.7% | +0.2% | +16.6% | +16.1% |
| 3M | +9.3% | +2.6% | +6.7% | +6.0% |
| 6M | +43.6% | +6.0% | +37.6% | +33.5% |
| YTD | +93.6% | +24.9% | +68.6% | +56.0% |
| 1Y | +98.8% | +20.1% | +78.6% | +64.7% |
| 3Y | +73.6% | +16.4% | +57.2% | +42.0% |
| 5Y | +312.5% | +31.7% | +280.7% | +184.5% |
| All | +162.3% | +220.9% | -58.6% | -12.6% |
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