+57.5%
CVE vs RSG
+23.2%
+34.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -10.0% | +2.0% | -11.9% | -10.4% |
| 30D | -11.9% | +14.2% | -26.0% | -15.2% |
| 3M | -5.9% | +15.8% | -21.7% | -9.8% |
| 6M | -1.6% | +24.6% | -26.1% | -9.1% |
| YTD | +66.3% | +18.2% | +48.0% | +56.4% |
| 1Y | +57.5% | +22.8% | +34.7% | +45.0% |
| All | +57.5% | +23.2% | +34.3% | +45.0% |
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