+33.7%
CVE vs URA
-51.6%
+85.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -2.7% |
| 7D | -16.1% | -4.1% | -12.0% | -14.4% |
| 30D | -10.4% | -19.0% | +8.6% | -1.5% |
| 3M | -2.4% | -25.1% | +22.8% | +10.1% |
| 6M | -4.4% | -44.5% | +40.1% | +22.3% |
| YTD | +64.9% | -24.3% | +89.3% | +72.0% |
| 1Y | +66.0% | -28.1% | +94.1% | +76.0% |
| 3Y | +57.7% | +40.7% | +17.0% | +3.2% |
| 5Y | +144.7% | +35.5% | +109.3% | +55.1% |
| 10Y | +139.2% | +281.2% | -141.9% | -23.4% |
| All | +33.7% | -51.6% | +85.3% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling