-6.2%
DOW vs CVE
+261.3%
-267.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -9.4% | -10.1% | +0.7% | -5.8% |
| 30D | +8.9% | -12.1% | +21.0% | +14.0% |
| 3M | +6.7% | -1.9% | +8.6% | +7.0% |
| 6M | -14.2% | -1.8% | -12.3% | -14.1% |
| YTD | +36.9% | +65.8% | -28.9% | +13.4% |
| 1Y | +45.8% | +60.8% | -15.1% | +21.8% |
| 3Y | -23.9% | +70.1% | -94.0% | -38.8% |
| 5Y | -30.8% | +134.8% | -165.5% | -52.9% |
| All | -6.2% | +261.3% | -267.5% | -48.5% |
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