+159.8%
CVE vs RSG
+415.1%
-255.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | +0.2% | -0.7% | +0.9% | +0.6% |
| 30D | +17.5% | +3.3% | +14.2% | +15.4% |
| 3M | +16.2% | +8.5% | +7.7% | +10.5% |
| 6M | +47.8% | -3.5% | +51.3% | +49.9% |
| YTD | +98.5% | +5.5% | +93.0% | +91.2% |
| 1Y | +109.8% | -1.7% | +111.5% | +109.8% |
| 3Y | +75.5% | +56.9% | +18.6% | +26.5% |
| 5Y | +341.6% | +89.4% | +252.2% | +170.2% |
| 10Y | +159.8% | +412.5% | -252.7% | -0.5% |
| All | +159.8% | +415.1% | -255.3% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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