+166.3%
EXC vs CVE
+67.4%
+98.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.6% | +9.3% | +2.5% |
| 7D | +3.3% | -12.1% | +15.4% | +4.7% |
| 30D | +13.3% | -9.8% | +23.1% | +14.4% |
| 3M | +1.8% | -0.7% | +2.5% | +1.6% |
| 6M | +1.1% | -4.3% | +5.4% | +1.0% |
| YTD | +9.0% | +70.6% | -61.6% | +1.3% |
| 1Y | +3.4% | +73.2% | -69.8% | -4.2% |
| 3Y | +27.7% | +60.3% | -32.7% | +17.7% |
| 5Y | +43.1% | +159.3% | -116.2% | +20.8% |
| 10Y | +182.0% | +147.4% | +34.6% | +110.9% |
| All | +166.3% | +67.4% | +98.9% | +99.2% |
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 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