+135.5%
CVE vs RUN
+94.0%
+41.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.6% | +10.9% | +1.7% |
| 7D | -10.0% | +0.3% | -10.3% | -10.3% |
| 30D | -11.9% | +14.0% | -25.9% | -14.0% |
| 3M | -5.9% | -11.8% | +5.8% | -5.4% |
| 6M | -1.6% | -40.4% | +38.8% | +3.3% |
| YTD | +66.3% | -52.7% | +118.9% | +75.8% |
| 1Y | +57.5% | -52.5% | +110.1% | +65.7% |
| 3Y | +65.4% | -7.7% | +73.2% | +27.6% |
| 5Y | +144.2% | -83.9% | +228.0% | +140.0% |
| 10Y | +135.5% | +84.9% | +50.6% | +2.6% |
| All | +135.5% | +94.0% | +41.5% | +2.6% |
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