+58.6%
CVE vs PL
+403.1%
-344.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -10.1% | +7.4% | -2.0% |
| 7D | -14.1% | -20.5% | +6.5% | -12.6% |
| 30D | -11.6% | -38.8% | +27.2% | -8.5% |
| 3M | 0.0% | -49.1% | +49.2% | +4.8% |
| 6M | -8.4% | -69.4% | +61.0% | -1.1% |
| YTD | +65.9% | -42.3% | +108.3% | +67.7% |
| 1Y | +69.4% | -14.2% | +83.6% | +64.4% |
| All | +58.6% | +403.1% | -344.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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