+151.3%
EXC vs CVE
+89.9%
+61.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +0.3% | +2.5% | -2.2% | 0.0% |
| 30D | -3.7% | +16.7% | -20.5% | -5.5% |
| 3M | -1.3% | +9.3% | -10.6% | -2.6% |
| 6M | -9.7% | +43.6% | -53.3% | -13.9% |
| YTD | +2.9% | +93.6% | -90.7% | -5.6% |
| 1Y | +4.4% | +98.8% | -94.4% | -4.7% |
| 3Y | +22.2% | +73.6% | -51.4% | +11.9% |
| 5Y | +46.7% | +312.5% | -265.8% | +16.6% |
| 10Y | +155.3% | +161.0% | -5.7% | +90.8% |
| All | +151.3% | +89.9% | +61.4% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling