+31.0%
EMR vs CVE
+60.9%
-29.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | 0.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +2.8% | -10.8% | +13.7% | +1.8% |
| 3M | +2.0% | -4.3% | +6.3% | +1.6% |
| 6M | +20.7% | -1.5% | +22.2% | +21.3% |
| YTD | +27.3% | +70.7% | -43.4% | +14.3% |
| 1Y | +31.0% | +58.1% | -27.1% | +19.6% |
| All | +31.0% | +60.9% | -29.9% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling