+271.2%
EMR vs CVE
+159.5%
+111.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -1.5% | +2.5% | -4.0% | -2.3% |
| 30D | -5.6% | +16.7% | -22.4% | -9.9% |
| 3M | +7.9% | +9.3% | -1.3% | +4.3% |
| 6M | +6.0% | +43.6% | -37.6% | -6.5% |
| YTD | +16.4% | +93.6% | -77.1% | -6.3% |
| 1Y | +16.6% | +98.8% | -82.1% | -7.4% |
| 3Y | +62.9% | +73.6% | -10.7% | +31.7% |
| 5Y | +60.1% | +312.5% | -252.4% | -5.2% |
| All | +271.2% | +159.5% | +111.7% | +82.1% |
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