+238.2%
CVE vs S
-51.5%
+289.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +2.1% |
| 7D | +4.6% | +4.1% | +0.6% | +4.3% |
| 30D | -12.0% | -7.2% | -4.8% | -11.7% |
| 3M | -3.8% | 0.0% | -3.7% | -4.1% |
| 6M | -2.7% | +41.6% | -44.3% | -5.6% |
| YTD | +73.6% | +48.6% | +25.0% | +67.2% |
| 1Y | +62.0% | +30.0% | +32.0% | +57.5% |
| 3Y | +72.7% | +42.2% | +30.6% | +64.5% |
| 5Y | +153.9% | -70.8% | +224.7% | +149.0% |
| All | +238.2% | -51.5% | +289.8% | +243.0% |
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