-24.4%
DOW vs CVE
+53.7%
-78.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -9.5% | -16.1% | +6.6% | -0.7% |
| 30D | +13.1% | -10.4% | +23.5% | +19.3% |
| 3M | +4.8% | -2.4% | +7.2% | +5.0% |
| 6M | -16.7% | -4.4% | -12.2% | -16.0% |
| YTD | +38.9% | +64.9% | -26.1% | +5.2% |
| 1Y | +48.3% | +66.0% | -17.7% | +11.4% |
| 3Y | -24.4% | +57.7% | -82.0% | -47.0% |
| All | -24.4% | +53.7% | -78.1% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling