+235.5%
EW vs CVE
+136.1%
+99.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +11.0% | -16.1% | +27.1% | +12.9% |
| 30D | +19.1% | -10.4% | +29.5% | +20.2% |
| 3M | +14.4% | -2.4% | +16.7% | +14.2% |
| 6M | +22.8% | -4.4% | +27.2% | +22.6% |
| YTD | +19.8% | +64.9% | -45.1% | +12.1% |
| 1Y | +23.9% | +66.0% | -42.1% | +15.8% |
| 3Y | +52.2% | +57.7% | -5.4% | +40.8% |
| 5Y | -13.9% | +144.7% | -158.6% | -26.7% |
| All | +235.5% | +136.1% | +99.3% | +140.4% |
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