+113.3%
CVE vs P
+557.5%
-444.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.0% | -2.6% | -6.6% |
| 7D | -12.1% | -19.4% | +7.3% | -8.0% |
| 30D | -9.8% | -22.3% | +12.5% | -5.3% |
| 3M | -0.7% | +33.2% | -33.9% | -8.4% |
| 6M | -4.3% | +53.6% | -58.0% | -16.2% |
| YTD | +70.6% | +66.8% | +3.8% | +44.8% |
| 1Y | +73.2% | +17.5% | +55.6% | +56.4% |
| 3Y | +60.3% | +219.7% | -159.4% | +2.4% |
| 5Y | +159.3% | +307.8% | -148.5% | +46.4% |
| 10Y | +147.4% | +855.3% | -707.9% | +8.5% |
| All | +113.3% | +557.5% | -444.2% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling