+90.2%
EMR vs CVE
+158.6%
-68.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | +2.8% | +5.9% | -3.1% | +1.5% |
| 30D | +3.7% | -10.9% | +14.5% | +6.0% |
| 3M | +2.0% | -4.5% | +6.5% | +2.5% |
| 6M | +22.1% | -1.0% | +23.1% | +20.7% |
| YTD | +27.2% | +74.7% | -47.5% | +5.9% |
| 1Y | +32.0% | +65.8% | -33.8% | +11.4% |
| 3Y | +103.3% | +73.2% | +30.1% | +64.1% |
| All | +90.2% | +158.6% | -68.4% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling