+162.3%
CVE vs P
+732.0%
-569.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | +2.5% | +6.5% | -4.0% | +1.0% |
| 30D | +16.7% | +18.8% | -2.1% | +11.6% |
| 3M | +9.3% | +26.7% | -17.5% | +1.9% |
| 6M | +43.6% | +62.2% | -18.6% | +24.4% |
| YTD | +93.6% | +48.5% | +45.1% | +69.8% |
| 1Y | +98.8% | +26.4% | +72.4% | +76.5% |
| 3Y | +73.6% | +159.4% | -85.8% | +15.3% |
| 5Y | +312.5% | +275.8% | +36.7% | +130.5% |
| All | +162.3% | +732.0% | -569.7% | +19.2% |
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