+221.4%
CVE vs S
-52.7%
+274.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -16.1% | -13.4% | -2.7% | -15.3% |
| 30D | -10.4% | -14.0% | +3.6% | -9.6% |
| 3M | -2.4% | +4.9% | -7.2% | -3.0% |
| 6M | -4.4% | +42.0% | -46.4% | -7.3% |
| YTD | +64.9% | +45.1% | +19.8% | +59.2% |
| 1Y | +66.0% | +33.1% | +33.0% | +61.1% |
| 3Y | +57.7% | +40.6% | +17.0% | +50.3% |
| 5Y | +144.7% | -67.5% | +212.2% | +141.3% |
| All | +221.4% | -52.7% | +274.0% | +226.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling