+89.9%
CVE vs SPXU
-100.0%
+189.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -0.8% |
| 7D | +2.5% | -0.1% | +2.6% | +2.4% |
| 30D | +16.7% | +0.8% | +15.9% | +17.1% |
| 3M | +9.3% | -4.7% | +14.0% | +7.4% |
| 6M | +43.6% | -29.6% | +73.2% | +24.0% |
| YTD | +93.6% | -29.9% | +123.5% | +67.7% |
| 1Y | +98.8% | -39.1% | +137.8% | +63.2% |
| 3Y | +73.6% | -80.0% | +153.6% | -1.4% |
| 5Y | +312.5% | -86.0% | +398.5% | +139.3% |
| 10Y | +161.0% | -99.5% | +260.6% | -41.1% |
| All | +89.9% | -100.0% | +189.9% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling