+259.7%
D vs CVE
+89.9%
+169.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +0.4% | +2.5% | -2.1% | +0.3% |
| 30D | -3.6% | +16.7% | -20.3% | -4.7% |
| 3M | -1.0% | +9.3% | -10.3% | -1.8% |
| 6M | +6.3% | +43.6% | -37.3% | +3.1% |
| YTD | +14.7% | +93.6% | -78.9% | +8.7% |
| 1Y | +16.9% | +98.8% | -81.8% | +10.5% |
| 3Y | +56.8% | +73.6% | -16.8% | +48.2% |
| 5Y | +5.2% | +312.5% | -307.3% | -8.4% |
| 10Y | +35.9% | +161.0% | -125.2% | +15.7% |
| All | +259.7% | +89.9% | +169.8% | +202.8% |
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