-4.3%
CVE vs P
+54.9%
-59.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.0% | -2.6% | -7.4% |
| 7D | -12.1% | -19.4% | +7.3% | -11.4% |
| 30D | -9.8% | -22.3% | +12.5% | -9.1% |
| 3M | -0.7% | +33.2% | -33.9% | -1.2% |
| 6M | -4.3% | +53.6% | -58.0% | -4.6% |
| All | -4.3% | +54.9% | -59.2% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling