+135.8%
CVE vs P
+685.9%
-550.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -16.4% | +13.7% | +0.9% |
| 7D | -14.1% | -31.9% | +17.8% | -6.8% |
| 30D | -11.6% | -36.5% | +24.9% | -3.1% |
| 3M | 0.0% | +11.6% | -11.5% | -4.5% |
| 6M | -8.4% | +25.2% | -33.6% | -16.7% |
| YTD | +65.9% | +39.4% | +26.5% | +45.2% |
| 1Y | +69.4% | -3.7% | +73.1% | +58.9% |
| 3Y | +55.9% | +167.3% | -111.4% | +0.3% |
| 5Y | +146.2% | +237.3% | -91.2% | +38.5% |
| All | +135.8% | +685.9% | -550.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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