+153.9%
CVE vs VSXY
+106.2%
+47.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.5% | +2.1% |
| 7D | +4.6% | -1.6% | +6.2% | +4.7% |
| 30D | -12.0% | +17.8% | -29.8% | -13.4% |
| 3M | -3.8% | +12.5% | -16.3% | -5.2% |
| 6M | -2.7% | +124.7% | -127.5% | -11.4% |
| YTD | +73.6% | +93.2% | -19.6% | +58.9% |
| 1Y | +62.0% | +195.6% | -133.6% | +40.1% |
| 3Y | +72.7% | +434.6% | -361.9% | +29.0% |
| 5Y | +153.9% | +103.3% | +50.6% | +107.7% |
| All | +153.9% | +106.2% | +47.8% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling