+143.5%
CVE vs RUN
-82.1%
+225.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -10.1% | +18.1% | -28.1% | -11.1% |
| 30D | -12.1% | +27.5% | -39.6% | -13.8% |
| 3M | -1.9% | -4.5% | +2.6% | -1.9% |
| 6M | -1.8% | -33.3% | +31.5% | +0.2% |
| YTD | +65.8% | -47.1% | +112.9% | +70.0% |
| 1Y | +60.8% | -43.1% | +104.0% | +63.6% |
| 3Y | +70.1% | -3.0% | +73.1% | +46.8% |
| All | +143.5% | -82.1% | +225.5% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling