+43.9%
EXC vs CVE
+148.3%
-104.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +0.7% |
| 7D | +1.4% | -14.1% | +15.4% | +2.0% |
| 30D | +11.6% | -11.6% | +23.3% | +12.2% |
| 3M | +2.7% | 0.0% | +2.6% | +2.4% |
| 6M | +2.7% | -8.4% | +11.1% | +2.8% |
| YTD | +9.7% | +65.9% | -56.2% | +5.8% |
| 1Y | +4.5% | +69.4% | -64.9% | +0.6% |
| 3Y | +28.5% | +55.9% | -27.4% | +23.8% |
| 5Y | +43.9% | +146.2% | -102.2% | +32.5% |
| All | +43.9% | +148.3% | -104.4% | +32.5% |
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 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