+136.8%
CVE vs RUN
-24.4%
+161.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.3% | -15.0% | -4.3% |
| 7D | -14.1% | +30.0% | -44.1% | -17.2% |
| 30D | -11.6% | +27.0% | -38.6% | -14.8% |
| 3M | 0.0% | -5.9% | +6.0% | -0.2% |
| 6M | -8.4% | -26.7% | +18.3% | -6.6% |
| YTD | +65.9% | -46.4% | +112.3% | +72.5% |
| 1Y | +69.4% | -52.1% | +121.5% | +77.6% |
| 3Y | +55.9% | -8.9% | +64.9% | +24.0% |
| 5Y | +146.2% | -82.4% | +228.6% | +138.4% |
| 10Y | +140.6% | +109.6% | +31.1% | +28.0% |
| All | +136.8% | -24.4% | +161.2% | +34.5% |
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