+69.4%
CVE vs CPB
-17.5%
+87.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -2.7% |
| 7D | -14.1% | +11.6% | -25.6% | -13.0% |
| 30D | -11.6% | +23.3% | -34.9% | -10.0% |
| 3M | 0.0% | +1.6% | -1.6% | +1.1% |
| 6M | -8.4% | +13.9% | -22.3% | -7.2% |
| YTD | +65.9% | -11.7% | +77.6% | +73.5% |
| 1Y | +69.4% | -18.2% | +87.6% | +81.9% |
| All | +69.4% | -17.5% | +87.0% | +81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling