+43.8%
EXC vs CVE
+142.8%
-99.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.4% |
| 3M | +1.6% | -2.4% | +4.0% | +1.5% |
| 6M | +3.3% | -4.4% | +7.7% | +3.1% |
| YTD | +7.6% | +64.9% | -57.4% | +3.7% |
| 1Y | +3.5% | +66.0% | -62.6% | -0.4% |
| 3Y | +27.7% | +57.7% | -30.0% | +22.8% |
| All | +43.8% | +142.8% | -99.0% | +32.4% |
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