+62.7%
CVS vs CVE
+144.4%
-81.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.3% |
| 7D | +12.0% | +0.1% | +11.9% | +11.9% |
| 30D | +2.8% | -10.8% | +13.6% | +4.0% |
| 3M | -3.6% | -4.3% | +0.8% | -3.2% |
| 6M | -1.6% | -1.5% | -0.2% | -1.7% |
| YTD | +16.3% | +70.7% | -54.4% | +9.4% |
| 1Y | +15.5% | +58.1% | -42.6% | +9.5% |
| 3Y | +48.1% | +69.8% | -21.7% | +37.6% |
| 5Y | +12.3% | +148.9% | -136.6% | -1.7% |
| 10Y | +62.7% | +143.5% | -80.8% | +30.2% |
| All | +62.7% | +144.4% | -81.7% | +30.2% |
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