-4.3%
CVE vs M
+33.2%
-37.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.6% | -15.3% | -5.7% |
| 7D | -12.1% | +8.3% | -20.3% | -10.1% |
| 30D | -9.8% | +14.2% | -24.0% | -6.8% |
| 3M | -0.7% | -1.1% | +0.4% | +0.1% |
| 6M | -4.3% | +36.6% | -40.9% | +3.8% |
| All | -4.3% | +33.2% | -37.5% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling