+162.3%
CVE vs URA
+359.3%
-197.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | +2.5% | +1.1% | +1.4% | +1.9% |
| 30D | +16.7% | +7.4% | +9.3% | +12.1% |
| 3M | +9.3% | -8.4% | +17.7% | +11.6% |
| 6M | +43.6% | -12.7% | +56.3% | +45.4% |
| YTD | +93.6% | +7.8% | +85.8% | +72.3% |
| 1Y | +98.8% | +19.5% | +79.3% | +60.6% |
| 3Y | +73.6% | +116.4% | -42.8% | -10.7% |
| 5Y | +312.5% | +134.3% | +178.2% | +81.4% |
| All | +162.3% | +359.3% | -197.0% | -27.9% |
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