+277.2%
CVE vs S
-56.8%
+334.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +2.5% | -7.7% | +10.2% | +3.0% |
| 30D | +16.7% | -5.3% | +22.1% | +17.0% |
| 3M | +9.3% | +20.3% | -11.0% | +7.5% |
| 6M | +43.6% | +47.4% | -3.8% | +38.9% |
| YTD | +93.6% | +32.5% | +61.1% | +88.4% |
| 1Y | +98.8% | +9.5% | +89.2% | +95.7% |
| 3Y | +73.6% | +15.5% | +58.1% | +67.8% |
| 5Y | +312.5% | -71.2% | +383.7% | +314.0% |
| All | +277.2% | -56.8% | +334.0% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling