+130.1%
CVE vs CPB
-39.9%
+170.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -10.1% | +3.3% | -13.3% | -10.1% |
| 30D | -12.1% | +19.0% | -31.1% | -12.2% |
| 3M | -1.9% | +0.4% | -2.3% | -1.8% |
| 6M | -1.8% | +13.0% | -14.8% | -2.0% |
| YTD | +65.8% | -12.7% | +78.5% | +66.5% |
| 1Y | +60.8% | -20.9% | +81.7% | +61.9% |
| 3Y | +70.1% | -35.4% | +105.5% | +71.4% |
| 5Y | +134.8% | -32.3% | +167.0% | +136.4% |
| 10Y | +130.1% | -40.5% | +170.6% | +148.9% |
| All | +130.1% | -39.9% | +170.0% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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