+86.6%
EMR vs CVE
+53.7%
+32.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.6% | -16.1% | +14.6% | +1.8% |
| 30D | +2.0% | -10.4% | +12.3% | +3.8% |
| 3M | +3.8% | -2.4% | +6.2% | +3.4% |
| 6M | +10.5% | -4.4% | +14.9% | +9.8% |
| YTD | +23.7% | +64.9% | -41.2% | +0.9% |
| 1Y | +25.4% | +66.0% | -40.6% | +1.7% |
| 3Y | +86.6% | +57.7% | +28.9% | +52.8% |
| All | +86.6% | +53.7% | +32.8% | +52.8% |
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