+303.4%
CVS vs CVE
+62.8%
+240.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.5% | +2.1% |
| 7D | -10.0% | -14.1% | +4.1% | -8.2% |
| 30D | -5.2% | -11.6% | +6.4% | -3.8% |
| 3M | -17.4% | 0.0% | -17.4% | -17.4% |
| 6M | +2.1% | -8.4% | +10.5% | +2.9% |
| YTD | +5.6% | +65.9% | -60.3% | -1.6% |
| 1Y | +6.7% | +69.4% | -62.7% | -0.9% |
| 3Y | +29.6% | +55.9% | -26.3% | +19.9% |
| 5Y | +2.5% | +146.2% | -143.7% | -12.9% |
| 10Y | +34.8% | +140.6% | -105.8% | +5.5% |
| All | +303.4% | +62.8% | +240.7% | +216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling