+83.3%
EMR vs CVE
+148.3%
-65.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.8% | -4.0% |
| 7D | -4.8% | -14.1% | +9.3% | -1.7% |
| 30D | +0.7% | -11.6% | +12.4% | +3.2% |
| 3M | +0.4% | 0.0% | +0.4% | -0.4% |
| 6M | +18.4% | -8.4% | +26.8% | +19.0% |
| YTD | +23.9% | +65.9% | -42.0% | +4.4% |
| 1Y | +24.7% | +69.4% | -44.7% | +4.2% |
| 3Y | +86.4% | +55.9% | +30.5% | +54.5% |
| 5Y | +83.3% | +146.2% | -62.8% | +32.5% |
| All | +83.3% | +148.3% | -65.0% | +32.5% |
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