+135.5%
CVE vs SPXU
-81.8%
+217.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.8% |
| 7D | -16.1% | +7.6% | -23.7% | -14.4% |
| 30D | -10.4% | +17.5% | -27.9% | -6.3% |
| 3M | -2.4% | +14.7% | -17.0% | +1.4% |
| 6M | -4.4% | -0.1% | -4.4% | -4.1% |
| YTD | +64.9% | -19.8% | +84.8% | +56.2% |
| 1Y | +66.0% | -23.7% | +89.8% | +55.2% |
| 3Y | +57.7% | -79.5% | +137.1% | +8.7% |
| All | +135.5% | -81.8% | +217.3% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling