+129.5%
EW vs CVE
+159.5%
-30.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -0.3% | +2.5% | -2.8% | -0.6% |
| 30D | +1.0% | +16.7% | -15.7% | -0.7% |
| 3M | +2.8% | +9.3% | -6.5% | +1.6% |
| 6M | +5.5% | +43.6% | -38.1% | +0.9% |
| YTD | +5.5% | +93.6% | -88.1% | -2.7% |
| 1Y | +11.0% | +98.8% | -87.7% | +1.9% |
| 3Y | +17.7% | +73.6% | -55.9% | +8.1% |
| 5Y | -25.7% | +312.5% | -338.2% | -40.9% |
| All | +129.5% | +159.5% | -30.0% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling