+280.3%
EMR vs CVE
+147.6%
+132.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +2.7% | +4.6% | -2.0% | +1.3% |
| 30D | +2.1% | -12.0% | +14.1% | +5.4% |
| 3M | +2.3% | -3.8% | +6.0% | +2.6% |
| 6M | +22.5% | -2.7% | +25.2% | +21.3% |
| YTD | +27.2% | +73.6% | -46.4% | +4.8% |
| 1Y | +28.0% | +62.0% | -34.0% | +7.6% |
| 3Y | +103.4% | +72.7% | +30.7% | +63.7% |
| 5Y | +88.2% | +153.9% | -65.8% | +28.5% |
| All | +280.3% | +147.6% | +132.6% | +88.7% |
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