+135.5%
CVE vs RSG
+97.2%
+38.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | -16.1% | +1.2% | -17.3% | -16.4% |
| 30D | -10.4% | +14.2% | -24.6% | -13.5% |
| 3M | -2.4% | +18.2% | -20.5% | -6.7% |
| 6M | -4.4% | +24.4% | -28.8% | -10.1% |
| YTD | +64.9% | +17.9% | +47.1% | +57.4% |
| 1Y | +66.0% | +22.3% | +43.7% | +57.0% |
| 3Y | +57.7% | +65.1% | -7.5% | +32.3% |
| All | +135.5% | +97.2% | +38.3% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling