+497.4%
EMR vs CVE
+62.8%
+434.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.8% | -3.8% |
| 7D | -4.8% | -14.1% | +9.3% | -0.6% |
| 30D | +0.7% | -11.6% | +12.4% | +4.1% |
| 3M | +0.4% | 0.0% | +0.4% | -0.4% |
| 6M | +18.4% | -8.4% | +26.8% | +19.1% |
| YTD | +23.9% | +65.9% | -42.0% | +2.5% |
| 1Y | +24.7% | +69.4% | -44.7% | +2.3% |
| 3Y | +86.4% | +55.9% | +30.5% | +53.3% |
| 5Y | +83.3% | +146.2% | -62.8% | +23.8% |
| 10Y | +320.2% | +140.6% | +179.5% | +124.2% |
| All | +497.4% | +62.8% | +434.7% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling