+162.3%
CVE vs M
-2.2%
+164.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.0% |
| 7D | +2.5% | +4.7% | -2.2% | +1.2% |
| 30D | +16.7% | -9.6% | +26.4% | +19.8% |
| 3M | +9.3% | +0.9% | +8.4% | +8.0% |
| 6M | +43.6% | +22.3% | +21.3% | +33.5% |
| YTD | +93.6% | +6.5% | +87.1% | +86.0% |
| 1Y | +98.8% | +38.8% | +60.0% | +75.6% |
| 3Y | +73.6% | +115.9% | -42.3% | +24.3% |
| 5Y | +312.5% | +28.6% | +283.8% | +211.0% |
| All | +162.3% | -2.2% | +164.5% | +44.7% |
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