+176.3%
CVE vs RUN
-31.9%
+208.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +2.5% | +1.3% | +1.2% | +2.3% |
| 30D | +16.7% | -15.3% | +32.0% | +18.8% |
| 3M | +9.3% | -40.0% | +49.3% | +15.6% |
| 6M | +43.6% | -27.0% | +70.5% | +46.4% |
| YTD | +93.6% | -51.7% | +145.3% | +105.4% |
| 1Y | +98.8% | -45.9% | +144.6% | +104.4% |
| 3Y | +73.6% | -43.8% | +117.4% | +49.3% |
| 5Y | +312.5% | -80.5% | +393.0% | +287.6% |
| 10Y | +161.0% | +45.3% | +115.8% | +45.0% |
| All | +176.3% | -31.9% | +208.2% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling