+57.1%
CVE vs RSG
+22.8%
+34.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.1% | +0.3% | -10.4% | -10.1% |
| 30D | -12.1% | +13.8% | -25.9% | -15.3% |
| 3M | -1.9% | +15.4% | -17.3% | -5.9% |
| 6M | -1.8% | +24.1% | -26.0% | -9.3% |
| YTD | +65.8% | +17.8% | +47.9% | +56.1% |
| All | +57.1% | +22.8% | +34.3% | +44.7% |
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