-10.8%
DOW vs CVE
+321.9%
-332.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.5% |
| 7D | -2.4% | +2.5% | -4.9% | -3.3% |
| 30D | +0.4% | +16.7% | -16.4% | -5.3% |
| 3M | -14.4% | +9.3% | -23.7% | -17.4% |
| 6M | -7.0% | +43.6% | -50.6% | -18.5% |
| YTD | +30.2% | +93.6% | -63.4% | +2.2% |
| 1Y | +29.2% | +98.8% | -69.5% | +0.1% |
| 3Y | -36.7% | +73.6% | -110.3% | -49.7% |
| 5Y | -37.7% | +312.5% | -350.2% | -65.3% |
| All | -10.8% | +321.9% | -332.7% | -53.6% |
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