+69.0%
F vs CVE
+144.4%
-75.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.9% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +3.3% | -10.8% | +14.1% | +5.8% |
| 3M | -11.3% | -4.3% | -7.0% | -11.0% |
| 6M | +5.3% | -1.5% | +6.8% | +4.0% |
| YTD | -2.2% | +70.7% | -72.9% | -17.6% |
| 1Y | -3.5% | +58.1% | -61.6% | -17.2% |
| 3Y | +49.5% | +69.8% | -20.3% | +22.9% |
| 5Y | -13.5% | +148.9% | -162.4% | -37.6% |
| 10Y | +69.0% | +143.5% | -74.5% | -6.5% |
| All | +69.0% | +144.4% | -75.4% | -6.5% |
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 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