+130.1%
CVE vs M
+3.7%
+126.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -1.6% |
| 7D | -10.1% | +2.5% | -12.6% | -11.0% |
| 30D | -12.1% | +10.1% | -22.2% | -14.9% |
| 3M | -1.9% | -0.9% | -0.9% | -2.7% |
| 6M | -1.8% | +30.2% | -32.0% | -10.8% |
| YTD | +65.8% | +16.3% | +49.5% | +54.0% |
| 1Y | +60.8% | +27.0% | +33.9% | +45.1% |
| 3Y | +70.1% | +154.5% | -84.4% | +15.3% |
| 5Y | +134.8% | -1.1% | +135.8% | +96.0% |
| 10Y | +130.1% | +0.5% | +129.6% | +21.9% |
| All | +130.1% | +3.7% | +126.4% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling