+271.2%
EW vs CVE
+149.3%
+122.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +4.9% | +5.9% | -1.0% | +4.3% |
| 30D | +23.9% | -10.9% | +34.8% | +25.2% |
| 3M | +15.8% | -4.5% | +20.3% | +15.9% |
| 6M | +31.7% | -1.0% | +32.6% | +31.0% |
| YTD | +25.7% | +74.7% | -49.1% | +16.9% |
| 1Y | +24.4% | +65.8% | -41.4% | +16.4% |
| 3Y | +65.9% | +73.2% | -7.3% | +51.9% |
| 5Y | -7.6% | +155.6% | -163.2% | -21.7% |
| All | +271.2% | +149.3% | +122.0% | +166.6% |
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