+320.2%
CVE vs URA
+128.0%
+192.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +2.5% | +1.1% | +1.4% | +2.1% |
| 30D | +16.7% | +7.4% | +9.3% | +13.7% |
| 3M | +9.3% | -8.4% | +17.7% | +11.1% |
| 6M | +43.6% | -12.7% | +56.3% | +45.4% |
| YTD | +93.6% | +7.8% | +85.8% | +79.3% |
| 1Y | +98.8% | +19.5% | +79.3% | +71.8% |
| 3Y | +73.6% | +116.4% | -42.8% | +7.4% |
| All | +320.2% | +128.0% | +192.2% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling