+66.0%
CVE vs CP
+32.2%
+33.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -16.1% | +2.8% | -18.9% | -16.3% |
| 30D | -10.4% | +10.2% | -20.6% | -11.6% |
| 3M | -2.4% | +2.4% | -4.7% | -2.7% |
| 6M | -4.4% | +7.7% | -12.1% | -6.1% |
| YTD | +64.9% | +26.0% | +39.0% | +47.1% |
| 1Y | +66.0% | +34.6% | +31.4% | +43.9% |
| All | +66.0% | +32.2% | +33.9% | +43.9% |
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