+146.9%
CVE vs RUN
+66.4%
+80.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.1% | +7.8% | +2.5% |
| 7D | +4.6% | -13.7% | +18.3% | +6.5% |
| 30D | -12.0% | +9.4% | -21.4% | -13.7% |
| 3M | -3.8% | -13.4% | +9.6% | -3.0% |
| 6M | -2.7% | -39.6% | +36.8% | +1.8% |
| YTD | +73.6% | -53.7% | +127.3% | +84.0% |
| 1Y | +62.0% | -56.2% | +118.2% | +72.4% |
| 3Y | +72.7% | -9.7% | +82.5% | +33.5% |
| 5Y | +153.9% | -85.5% | +239.4% | +156.0% |
| All | +146.9% | +66.4% | +80.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling