+139.6%
CVE vs Z
+9.5%
+130.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -10.6% | +7.9% | -1.1% |
| 7D | -14.1% | -2.3% | -11.8% | -14.1% |
| 30D | -11.6% | +9.4% | -21.0% | -13.5% |
| 3M | 0.0% | -16.1% | +16.1% | +1.7% |
| 6M | -8.4% | -30.4% | +22.0% | -4.4% |
| YTD | +65.9% | -55.6% | +121.5% | +85.4% |
| 1Y | +69.4% | -58.5% | +127.9% | +91.3% |
| 3Y | +55.9% | -19.6% | +75.6% | +49.7% |
| 5Y | +146.2% | -54.1% | +200.3% | +150.1% |
| 10Y | +140.6% | -12.1% | +152.7% | +71.9% |
| All | +139.6% | +9.5% | +130.1% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling