+223.2%
CVE vs S
-53.4%
+276.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.8% | +6.1% | -2.2% |
| 7D | -14.1% | -16.7% | +2.6% | -13.0% |
| 30D | -11.6% | -17.0% | +5.4% | -10.6% |
| 3M | 0.0% | +2.0% | -2.0% | -0.4% |
| 6M | -8.4% | +35.1% | -43.4% | -10.8% |
| YTD | +65.9% | +42.8% | +23.1% | +60.3% |
| 1Y | +69.4% | +27.7% | +41.7% | +64.9% |
| 3Y | +55.9% | +33.0% | +23.0% | +49.2% |
| 5Y | +146.2% | -68.0% | +214.1% | +143.0% |
| All | +223.2% | -53.4% | +276.7% | +228.8% |
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