+61.8%
CVE vs RSG
+1,154.7%
-1,092.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | 0.0% |
| 7D | -16.1% | +1.2% | -17.3% | -16.8% |
| 30D | -10.4% | +14.2% | -24.6% | -17.6% |
| 3M | -2.4% | +18.2% | -20.5% | -12.2% |
| 6M | -4.4% | +24.4% | -28.8% | -17.2% |
| YTD | +64.9% | +17.9% | +47.1% | +47.3% |
| 1Y | +66.0% | +22.3% | +43.7% | +44.9% |
| 3Y | +57.7% | +65.1% | -7.5% | +9.1% |
| 5Y | +144.7% | +97.9% | +46.8% | +45.8% |
| 10Y | +139.2% | +464.6% | -325.4% | -30.6% |
| All | +61.8% | +1,154.7% | -1,092.9% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling