+172.1%
EXC vs CVE
+136.1%
+36.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -1.2% | -16.1% | +15.0% | +0.4% |
| 30D | +10.0% | -10.4% | +20.3% | +10.9% |
| 3M | +1.6% | -2.4% | +4.0% | +1.6% |
| 6M | +3.3% | -4.4% | +7.7% | +3.2% |
| YTD | +7.6% | +64.9% | -57.4% | +1.5% |
| 1Y | +3.5% | +66.0% | -62.6% | -2.4% |
| 3Y | +27.7% | +57.7% | -30.0% | +19.5% |
| 5Y | +41.1% | +144.7% | -103.6% | +23.3% |
| All | +172.1% | +136.1% | +36.0% | +103.0% |
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