+135.8%
CVE vs URA
+262.4%
-126.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.5% | -0.4% |
| 7D | -14.1% | -13.3% | -0.8% | -8.4% |
| 30D | -11.6% | -25.9% | +14.3% | +0.7% |
| 3M | 0.0% | -27.8% | +27.8% | +14.1% |
| 6M | -8.4% | -42.8% | +34.5% | +13.9% |
| YTD | +65.9% | -27.5% | +93.4% | +75.3% |
| 1Y | +69.4% | -35.1% | +104.5% | +87.6% |
| 3Y | +55.9% | +31.1% | +24.9% | +2.8% |
| 5Y | +146.2% | +29.8% | +116.4% | +53.7% |
| All | +135.8% | +262.4% | -126.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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