+134.5%
CVE vs RUN
+102.4%
+32.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -16.1% | +33.4% | -49.6% | -19.5% |
| 30D | -10.4% | +31.1% | -41.5% | -14.0% |
| 3M | -2.4% | +6.4% | -8.8% | -4.1% |
| 6M | -4.4% | -22.2% | +17.8% | -3.3% |
| YTD | +64.9% | -45.8% | +110.7% | +71.5% |
| 1Y | +66.0% | -51.1% | +117.2% | +73.9% |
| 3Y | +57.7% | -3.0% | +60.7% | +21.6% |
| 5Y | +144.7% | -82.2% | +227.0% | +139.1% |
| All | +134.5% | +102.4% | +32.0% | +1.1% |
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