+146.2%
CVE vs CPB
-31.1%
+177.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -2.7% |
| 7D | -14.1% | +11.6% | -25.6% | -14.0% |
| 30D | -11.6% | +23.3% | -34.9% | -11.6% |
| 3M | 0.0% | +1.6% | -1.6% | +0.3% |
| 6M | -8.4% | +13.9% | -22.3% | -8.4% |
| YTD | +65.9% | -11.7% | +77.6% | +67.6% |
| 1Y | +69.4% | -18.2% | +87.6% | +71.8% |
| 3Y | +55.9% | -35.2% | +91.1% | +57.8% |
| 5Y | +146.2% | -30.5% | +176.7% | +137.5% |
| All | +146.2% | -31.1% | +177.3% | +137.5% |
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