+50.3%
EW vs CVE
+54.6%
-4.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.4% |
| 7D | +6.8% | -14.1% | +20.8% | +6.3% |
| 30D | +16.6% | -11.6% | +28.2% | +16.2% |
| 3M | +13.3% | 0.0% | +13.3% | +12.9% |
| 6M | +21.6% | -8.4% | +30.0% | +21.2% |
| YTD | +18.3% | +65.9% | -47.6% | +16.6% |
| 1Y | +21.7% | +69.4% | -47.7% | +19.9% |
| All | +50.3% | +54.6% | -4.4% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling