+109.8%
CVE vs RSG
-2.3%
+112.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | +17.5% | +3.3% | +14.2% | +16.5% |
| 3M | +16.2% | +8.5% | +7.7% | +13.3% |
| 6M | +47.8% | -3.5% | +51.3% | +48.9% |
| YTD | +98.5% | +5.5% | +93.0% | +96.2% |
| 1Y | +109.8% | -1.7% | +111.5% | +102.4% |
| All | +109.8% | -2.3% | +112.1% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling