+95.6%
F vs CVE
+159.5%
-63.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +5.3% | +2.5% | +2.8% | +4.6% |
| 30D | +4.6% | +16.7% | -12.1% | +0.5% |
| 3M | -3.7% | +9.3% | -12.9% | -6.3% |
| 6M | +16.8% | +43.6% | -26.8% | +4.5% |
| YTD | +15.3% | +93.6% | -78.3% | -5.2% |
| 1Y | +31.0% | +98.8% | -67.7% | +6.4% |
| 3Y | +45.4% | +73.6% | -28.2% | +19.8% |
| 5Y | +54.7% | +312.5% | -257.8% | -0.9% |
| All | +95.6% | +159.5% | -63.9% | +6.0% |
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