-4.6%
DOW vs CVE
+262.4%
-267.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -6.8% | -10.0% | +3.2% | -3.2% |
| 30D | +10.8% | -11.9% | +22.6% | +15.8% |
| 3M | +4.1% | -5.9% | +10.1% | +6.0% |
| 6M | -12.7% | -1.6% | -11.2% | -12.8% |
| YTD | +39.2% | +66.3% | -27.0% | +15.2% |
| 1Y | +49.5% | +57.5% | -8.0% | +25.9% |
| 3Y | -24.4% | +65.4% | -89.8% | -38.6% |
| 5Y | -29.6% | +144.2% | -173.7% | -52.7% |
| All | -4.6% | +262.4% | -267.0% | -47.7% |
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