+159.3%
CVE vs PL
+24.5%
+134.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.4% | -1.3% | -7.1% |
| 7D | -12.1% | -11.7% | -0.4% | -11.2% |
| 30D | -9.8% | -27.1% | +17.3% | -7.7% |
| 3M | -0.7% | -44.6% | +43.9% | +3.7% |
| 6M | -4.3% | -67.2% | +62.9% | +3.2% |
| YTD | +70.6% | -35.9% | +106.4% | +71.5% |
| 1Y | +73.2% | -0.4% | +73.5% | +66.2% |
| 3Y | +60.3% | +454.8% | -394.5% | +22.4% |
| 5Y | +159.3% | +24.8% | +134.6% | +123.4% |
| All | +159.3% | +24.5% | +134.8% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling