+43.8%
D vs CVE
+137.5%
-93.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | 0.0% |
| 7D | +6.9% | -14.1% | +21.0% | +7.7% |
| 30D | +12.3% | -11.6% | +23.9% | +12.9% |
| 3M | +3.0% | 0.0% | +3.0% | +2.9% |
| 6M | +12.8% | -8.4% | +21.2% | +13.0% |
| YTD | +22.6% | +65.9% | -43.4% | +18.9% |
| 1Y | +21.7% | +69.4% | -47.8% | +17.9% |
| 3Y | +83.9% | +55.9% | +28.0% | +77.6% |
| 5Y | +14.0% | +146.2% | -132.2% | +6.9% |
| All | +43.8% | +137.5% | -93.8% | +26.9% |
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