+57.1%
CVE vs Z
-58.2%
+115.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +1.1% |
| 7D | -10.1% | -5.2% | -4.9% | -10.4% |
| 30D | -12.1% | +5.7% | -17.8% | -10.9% |
| 3M | -1.9% | -8.7% | +6.9% | -2.3% |
| 6M | -1.8% | -26.0% | +24.1% | -3.7% |
| YTD | +65.8% | -55.0% | +120.8% | +60.9% |
| All | +57.1% | -58.2% | +115.3% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling