+130.1%
CVE vs Z
-11.7%
+141.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.1% |
| 7D | -10.1% | -5.2% | -4.9% | -9.6% |
| 30D | -12.1% | +5.7% | -17.8% | -13.5% |
| 3M | -1.9% | -8.7% | +6.9% | -1.6% |
| 6M | -1.8% | -26.0% | +24.1% | +1.3% |
| YTD | +65.8% | -55.0% | +120.8% | +84.3% |
| 1Y | +60.8% | -58.0% | +118.8% | +80.7% |
| 3Y | +70.1% | -15.2% | +85.3% | +62.0% |
| 5Y | +134.8% | -53.8% | +188.6% | +138.4% |
| 10Y | +130.1% | -14.5% | +144.6% | +70.9% |
| All | +130.1% | -11.7% | +141.8% | +70.9% |
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