+135.5%
CVE vs M
-11.5%
+147.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.1% |
| 7D | -16.1% | -4.3% | -11.9% | -15.7% |
| 30D | -10.4% | +1.3% | -11.7% | -10.9% |
| 3M | -2.4% | -7.4% | +5.0% | -1.7% |
| 6M | -4.4% | +18.3% | -22.8% | -8.4% |
| YTD | +64.9% | +7.6% | +57.4% | +59.9% |
| 1Y | +66.0% | +17.4% | +48.6% | +58.0% |
| 3Y | +57.7% | +108.4% | -50.7% | +26.6% |
| All | +135.5% | -11.5% | +147.0% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling