+346.6%
CVE vs VSXY
+37.4%
+309.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.5% |
| 7D | +2.5% | -14.0% | +16.5% | +3.7% |
| 30D | +16.7% | -15.9% | +32.6% | +18.2% |
| 3M | +9.3% | +3.4% | +5.9% | +8.4% |
| 6M | +43.6% | +25.9% | +17.7% | +38.2% |
| YTD | +93.6% | +39.5% | +54.1% | +83.4% |
| 1Y | +98.8% | +194.4% | -95.6% | +71.4% |
| 3Y | +73.6% | +281.4% | -207.8% | +36.3% |
| 5Y | +312.5% | +12.8% | +299.7% | +253.9% |
| All | +346.6% | +37.4% | +309.3% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling