+67.4%
CVE vs CPB
+20.3%
+47.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.9% | -13.6% | -8.3% |
| 7D | -12.1% | +13.0% | -25.0% | -13.3% |
| 30D | -9.8% | +20.5% | -30.3% | -11.8% |
| 3M | -0.7% | +2.2% | -2.9% | -1.2% |
| 6M | -4.3% | +15.4% | -19.7% | -6.5% |
| YTD | +70.6% | -12.3% | +82.9% | +72.5% |
| 1Y | +73.2% | -18.0% | +91.1% | +76.7% |
| 3Y | +60.3% | -35.7% | +96.0% | +67.1% |
| 5Y | +159.3% | -31.4% | +190.7% | +164.4% |
| 10Y | +147.4% | -37.6% | +185.0% | +151.5% |
| All | +67.4% | +20.3% | +47.1% | -2.1% |
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