+34.5%
D vs CVE
+159.5%
-125.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | +1.5% | +2.5% | -1.0% | +1.3% |
| 30D | -2.6% | +16.7% | -19.3% | -3.4% |
| 3M | 0.0% | +9.3% | -9.3% | -0.6% |
| 6M | +7.4% | +43.6% | -36.2% | +5.2% |
| YTD | +15.9% | +93.6% | -77.7% | +11.7% |
| 1Y | +18.1% | +98.8% | -80.6% | +13.6% |
| 3Y | +58.4% | +73.6% | -15.2% | +52.2% |
| 5Y | +5.2% | +312.5% | -307.3% | -3.7% |
| All | +34.5% | +159.5% | -125.0% | +17.2% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling