+73.2%
CVE vs VSXY
+289.1%
-215.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.4% |
| 7D | +2.5% | -14.0% | +16.5% | +3.2% |
| 30D | +16.7% | -15.9% | +32.6% | +17.6% |
| 3M | +9.3% | +3.4% | +5.9% | +8.7% |
| 6M | +43.6% | +25.9% | +17.7% | +40.2% |
| YTD | +93.6% | +39.5% | +54.1% | +86.8% |
| 1Y | +98.8% | +194.4% | -95.6% | +77.8% |
| All | +73.2% | +289.1% | -215.9% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling