+144.2%
CVE vs CPB
-33.2%
+177.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -10.0% | +2.9% | -12.9% | -9.9% |
| 30D | -11.9% | +17.6% | -29.4% | -11.9% |
| 3M | -5.9% | +2.0% | -8.0% | -5.8% |
| 6M | -1.6% | +11.6% | -13.2% | -1.7% |
| YTD | +66.3% | -13.8% | +80.0% | +67.8% |
| 1Y | +57.5% | -21.6% | +79.1% | +59.7% |
| 3Y | +65.4% | -35.8% | +101.2% | +66.9% |
| 5Y | +144.2% | -33.3% | +177.5% | +138.4% |
| All | +144.2% | -33.2% | +177.3% | +138.4% |
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