+69.4%
CVE vs CP
+34.3%
+35.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.7% |
| 7D | -14.1% | +6.1% | -20.2% | -14.4% |
| 30D | -11.6% | +9.8% | -21.4% | -12.6% |
| 3M | 0.0% | +2.7% | -2.7% | -0.2% |
| 6M | -8.4% | +12.8% | -21.2% | -10.7% |
| YTD | +65.9% | +28.2% | +37.7% | +48.7% |
| 1Y | +69.4% | +34.1% | +35.3% | +49.9% |
| All | +69.4% | +34.3% | +35.1% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling