+41.1%
CVS vs CVE
+159.5%
-118.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +4.0% | +2.5% | +1.5% | +3.7% |
| 30D | -2.4% | +16.7% | -19.1% | -4.0% |
| 3M | +2.7% | +9.3% | -6.6% | +1.5% |
| 6M | +21.9% | +43.6% | -21.7% | +17.0% |
| YTD | +24.7% | +93.6% | -68.8% | +15.8% |
| 1Y | +35.4% | +98.8% | -63.3% | +25.1% |
| 3Y | +65.2% | +73.6% | -8.4% | +53.0% |
| 5Y | +30.5% | +312.5% | -281.9% | +7.9% |
| All | +41.1% | +159.5% | -118.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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