+63.1%
CVE vs CP
+29.6%
+33.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.5% | -11.1% | -8.9% |
| 7D | -12.1% | +5.6% | -17.6% | -14.0% |
| 30D | -9.8% | +10.0% | -19.8% | -13.4% |
| 3M | -0.7% | +4.4% | -5.1% | -2.9% |
| 6M | -4.3% | +14.1% | -18.4% | -10.6% |
| YTD | +70.6% | +29.1% | +41.5% | +48.1% |
| 1Y | +73.2% | +34.6% | +38.6% | +47.0% |
| All | +63.1% | +29.6% | +33.5% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling