+280.6%
CVE vs VSXY
+96.5%
+184.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -16.1% | +11.8% | -28.0% | -17.0% |
| 30D | -10.4% | +25.9% | -36.3% | -12.2% |
| 3M | -2.4% | +15.5% | -17.9% | -3.9% |
| 6M | -4.4% | +109.7% | -114.2% | -11.9% |
| YTD | +64.9% | +99.5% | -34.5% | +51.3% |
| 1Y | +66.0% | +197.5% | -131.5% | +44.9% |
| 3Y | +57.7% | +453.3% | -395.6% | +20.3% |
| 5Y | +144.7% | +110.3% | +34.5% | +102.3% |
| All | +280.6% | +96.5% | +184.1% | +203.7% |
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 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