+67.4%
CVE vs CP
+1,058.3%
-990.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.5% | -11.1% | -10.2% |
| 7D | -12.1% | +5.6% | -17.6% | -15.8% |
| 30D | -9.8% | +10.0% | -19.8% | -16.5% |
| 3M | -0.7% | +4.4% | -5.1% | -4.9% |
| 6M | -4.3% | +14.1% | -18.4% | -15.0% |
| YTD | +70.6% | +29.1% | +41.5% | +36.7% |
| 1Y | +73.2% | +34.6% | +38.6% | +34.1% |
| 3Y | +60.3% | +29.8% | +30.6% | +23.7% |
| 5Y | +159.3% | +28.7% | +130.6% | +95.7% |
| 10Y | +147.4% | +267.3% | -119.9% | -4.4% |
| All | +67.4% | +1,058.3% | -990.9% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling