-15.0%
EW vs CVE
+148.3%
-163.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.5% |
| 7D | +6.8% | -14.1% | +20.8% | +7.2% |
| 30D | +16.6% | -11.6% | +28.2% | +16.9% |
| 3M | +13.3% | 0.0% | +13.3% | +12.9% |
| 6M | +21.6% | -8.4% | +30.0% | +21.6% |
| YTD | +18.3% | +65.9% | -47.6% | +14.3% |
| 1Y | +21.7% | +69.4% | -47.7% | +17.4% |
| 3Y | +50.3% | +55.9% | -5.6% | +43.6% |
| 5Y | -15.0% | +146.2% | -161.2% | -25.3% |
| All | -15.0% | +148.3% | -163.4% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling