+24.5%
EW vs CVE
+59.0%
-34.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.6% |
| 7D | +12.3% | -10.1% | +22.3% | +10.8% |
| 30D | +22.9% | -12.1% | +35.0% | +21.0% |
| 3M | +16.7% | -1.9% | +18.6% | +15.7% |
| 6M | +31.0% | -1.8% | +32.8% | +30.2% |
| YTD | +22.8% | +65.8% | -43.0% | +23.8% |
| All | +24.5% | +59.0% | -34.5% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling