+98.8%
CVE vs S
+10.1%
+88.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +2.5% | -7.7% | +10.2% | +2.4% |
| 30D | +16.7% | -5.3% | +22.1% | +16.6% |
| 3M | +9.3% | +20.3% | -11.0% | +9.3% |
| 6M | +43.6% | +47.4% | -3.8% | +43.8% |
| YTD | +93.6% | +32.5% | +61.1% | +92.4% |
| 1Y | +98.8% | +9.5% | +89.2% | +96.7% |
| All | +98.8% | +10.1% | +88.6% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling