+89.9%
CVE vs CPB
+10.6%
+79.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.9% |
| 7D | +2.5% | -8.6% | +11.1% | +3.5% |
| 30D | +16.7% | -7.2% | +24.0% | +17.7% |
| 3M | +9.3% | +0.9% | +8.4% | +8.7% |
| 6M | +43.6% | -11.8% | +55.4% | +45.1% |
| YTD | +93.6% | -19.4% | +113.0% | +97.9% |
| 1Y | +98.8% | -30.4% | +129.1% | +107.0% |
| 3Y | +73.6% | -40.2% | +113.7% | +82.4% |
| 5Y | +312.5% | -39.5% | +352.0% | +328.4% |
| 10Y | +161.0% | -47.4% | +208.4% | +179.6% |
| All | +89.9% | +10.6% | +79.3% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling