+303.2%
CVE vs VSXY
+93.0%
+210.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +5.9% | -1.7% | +7.7% | +6.1% |
| 30D | -10.9% | +20.1% | -31.0% | -12.3% |
| 3M | -4.5% | +16.6% | -21.1% | -6.1% |
| 6M | -1.0% | +134.9% | -135.9% | -9.8% |
| YTD | +74.7% | +96.0% | -21.3% | +60.5% |
| 1Y | +65.8% | +203.8% | -138.0% | +44.2% |
| 3Y | +73.2% | +465.3% | -392.2% | +31.5% |
| 5Y | +155.6% | +106.3% | +49.3% | +111.6% |
| All | +303.2% | +93.0% | +210.1% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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