+89.9%
CVE vs RSG
+1,028.3%
-938.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.7% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | +16.7% | +7.6% | +9.2% | +11.6% |
| 3M | +9.3% | +7.4% | +1.8% | +4.0% |
| 6M | +43.6% | -3.3% | +46.9% | +45.5% |
| YTD | +93.6% | +6.0% | +87.6% | +85.2% |
| 1Y | +98.8% | -3.7% | +102.4% | +101.2% |
| 3Y | +73.6% | +59.1% | +14.5% | +22.7% |
| 5Y | +312.5% | +89.0% | +223.4% | +151.5% |
| 10Y | +161.0% | +412.5% | -251.5% | -19.5% |
| All | +89.9% | +1,028.3% | -938.4% | -69.9% |
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 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