+60.4%
CVS vs CVE
+149.3%
-88.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | +6.6% | +5.9% | +0.6% | +5.9% |
| 30D | -0.4% | -10.9% | +10.4% | +0.8% |
| 3M | -5.3% | -4.5% | -0.7% | -4.9% |
| 6M | -7.7% | -1.0% | -6.7% | -7.8% |
| YTD | +16.0% | +74.7% | -58.7% | +8.9% |
| 1Y | +16.2% | +65.8% | -49.6% | +9.6% |
| 3Y | +47.6% | +73.2% | -25.6% | +36.8% |
| 5Y | +12.3% | +155.6% | -143.3% | -2.0% |
| All | +60.4% | +149.3% | -88.8% | +28.0% |
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