+72.1%
CVE vs RSG
+66.5%
+5.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | +4.6% | +1.4% | +3.2% | +4.5% |
| 30D | -12.0% | +15.0% | -27.0% | -13.7% |
| 3M | -3.8% | +18.5% | -22.3% | -6.1% |
| 6M | -2.7% | +25.8% | -28.5% | -6.1% |
| YTD | +73.6% | +20.8% | +52.8% | +68.8% |
| 1Y | +62.0% | +24.8% | +37.2% | +57.2% |
| All | +72.1% | +66.5% | +5.6% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling