+320.2%
CVE vs CPB
-39.5%
+359.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.2% |
| 7D | +2.5% | -8.6% | +11.1% | +2.7% |
| 30D | +16.7% | -7.2% | +24.0% | +16.9% |
| 3M | +9.3% | +0.9% | +8.4% | +9.1% |
| 6M | +43.6% | -11.8% | +55.4% | +44.3% |
| YTD | +93.6% | -19.4% | +113.0% | +95.7% |
| 1Y | +98.8% | -30.4% | +129.1% | +102.8% |
| 3Y | +73.6% | -40.2% | +113.7% | +76.0% |
| All | +320.2% | -39.5% | +359.6% | +316.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling