+432.8%
CVE vs ROIV
+248.8%
+184.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.4% |
| 7D | -14.1% | -2.4% | -11.7% | -13.9% |
| 30D | -11.6% | +3.1% | -14.7% | -11.9% |
| 3M | 0.0% | +5.8% | -5.8% | -0.7% |
| 6M | -8.4% | +29.3% | -37.7% | -10.7% |
| YTD | +65.9% | +68.8% | -2.8% | +57.6% |
| 1Y | +69.4% | +81.0% | -11.6% | +59.9% |
| 3Y | +55.9% | +294.6% | -238.7% | +37.5% |
| 5Y | +146.2% | +373.1% | -227.0% | +100.1% |
| All | +432.8% | +248.8% | +184.0% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling