+73.2%
CVE vs PL
+454.1%
-381.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.2% |
| 7D | +2.5% | -9.3% | +11.8% | +3.2% |
| 30D | +16.7% | -18.9% | +35.7% | +18.4% |
| 3M | +9.3% | -58.4% | +67.6% | +15.9% |
| 6M | +43.6% | -30.3% | +73.9% | +44.5% |
| YTD | +93.6% | -8.1% | +101.7% | +89.7% |
| 1Y | +98.8% | +180.5% | -81.7% | +73.8% |
| All | +73.2% | +454.1% | -381.0% | +30.6% |
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