+58.6%
CVE vs P
+166.1%
-107.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -16.4% | +13.7% | -1.1% |
| 7D | -14.1% | -31.9% | +17.8% | -10.8% |
| 30D | -11.6% | -36.5% | +24.9% | -7.8% |
| 3M | 0.0% | +11.6% | -11.5% | -1.8% |
| 6M | -8.4% | +25.2% | -33.6% | -12.0% |
| YTD | +65.9% | +39.4% | +26.5% | +56.6% |
| 1Y | +69.4% | -3.7% | +73.1% | +65.4% |
| All | +58.6% | +166.1% | -107.5% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling