+134.5%
CVE vs Z
-14.9%
+149.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.2% |
| 7D | -16.1% | -4.6% | -11.6% | -15.8% |
| 30D | -10.4% | +8.3% | -18.7% | -12.1% |
| 3M | -2.4% | -11.6% | +9.2% | -1.6% |
| 6M | -4.4% | -33.6% | +29.2% | +0.4% |
| YTD | +64.9% | -56.7% | +121.6% | +84.4% |
| 1Y | +66.0% | -59.1% | +125.2% | +87.2% |
| 3Y | +57.7% | -20.4% | +78.0% | +51.7% |
| 5Y | +144.7% | -55.3% | +200.0% | +149.7% |
| All | +134.5% | -14.9% | +149.4% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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