+281.1%
D vs CVE
+67.4%
+213.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.6% | +12.1% | +5.0% |
| 7D | +8.5% | -12.1% | +20.6% | +9.5% |
| 30D | +14.3% | -9.8% | +24.1% | +15.0% |
| 3M | +1.8% | -0.7% | +2.5% | +1.6% |
| 6M | +13.0% | -4.3% | +17.4% | +13.0% |
| YTD | +22.7% | +70.6% | -47.8% | +17.2% |
| 1Y | +22.6% | +73.2% | -50.5% | +16.9% |
| 3Y | +84.2% | +60.3% | +23.9% | +74.9% |
| 5Y | +15.8% | +159.3% | -143.5% | +4.5% |
| 10Y | +45.8% | +147.4% | -101.6% | +24.0% |
| All | +281.1% | +67.4% | +213.7% | +223.4% |
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