+62.8%
CVE vs M
+140.2%
-77.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.1% | -1.1% |
| 7D | -14.1% | -2.1% | -11.9% | -13.8% |
| 30D | -11.6% | +7.7% | -19.3% | -14.0% |
| 3M | 0.0% | -4.4% | +4.4% | +0.2% |
| 6M | -8.4% | +27.5% | -35.9% | -16.6% |
| YTD | +65.9% | +12.8% | +53.2% | +55.1% |
| 1Y | +69.4% | +20.7% | +48.7% | +54.5% |
| 3Y | +55.9% | +111.3% | -55.4% | +10.6% |
| 5Y | +146.2% | -6.3% | +152.5% | +107.0% |
| 10Y | +140.6% | +1.5% | +139.1% | +49.0% |
| All | +62.8% | +140.2% | -77.4% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling