+57.7%
CVE vs RSG
+66.7%
-9.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | -16.1% | +1.2% | -17.3% | -16.3% |
| 30D | -10.4% | +14.2% | -24.6% | -12.1% |
| 3M | -2.4% | +18.2% | -20.5% | -4.8% |
| 6M | -4.4% | +24.4% | -28.8% | -7.7% |
| YTD | +64.9% | +17.9% | +47.1% | +60.8% |
| 1Y | +66.0% | +22.3% | +43.7% | +61.5% |
| 3Y | +57.7% | +65.1% | -7.5% | +51.6% |
| All | +57.7% | +66.7% | -9.0% | +51.6% |
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