+146.9%
CVE vs P
+666.7%
-519.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +0.9% |
| 7D | +4.6% | +17.8% | -13.2% | +0.8% |
| 30D | -12.0% | -29.9% | +17.9% | -5.6% |
| 3M | -3.8% | -1.2% | -2.6% | -5.4% |
| 6M | -2.7% | +32.1% | -34.9% | -12.3% |
| YTD | +73.6% | +64.3% | +9.3% | +46.2% |
| 1Y | +62.0% | +24.3% | +37.7% | +43.1% |
| 3Y | +72.7% | +203.2% | -130.5% | +8.0% |
| 5Y | +153.9% | +290.4% | -136.5% | +37.9% |
| All | +146.9% | +666.7% | -519.8% | +2.2% |
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