+73.2%
CVE vs RUN
-42.7%
+115.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +2.5% | +1.3% | +1.2% | +2.4% |
| 30D | +16.7% | -15.3% | +32.0% | +17.5% |
| 3M | +9.3% | -40.0% | +49.3% | +11.8% |
| 6M | +43.6% | -27.0% | +70.5% | +44.6% |
| YTD | +93.6% | -51.7% | +145.3% | +98.5% |
| 1Y | +98.8% | -45.9% | +144.6% | +101.1% |
| All | +73.2% | -42.7% | +115.8% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling