-26.3%
EW vs CVE
+317.2%
-343.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -0.3% | +2.5% | -2.8% | -0.4% |
| 30D | +1.0% | +16.7% | -15.7% | +0.4% |
| 3M | +2.8% | +9.3% | -6.5% | +2.4% |
| 6M | +5.5% | +43.6% | -38.1% | +3.5% |
| YTD | +5.5% | +93.6% | -88.1% | +1.8% |
| 1Y | +11.0% | +98.8% | -87.7% | +6.9% |
| 3Y | +17.7% | +73.6% | -55.9% | +12.7% |
| All | -26.3% | +317.2% | -343.5% | -33.2% |
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