-11.4%
F vs CVE
+148.3%
-159.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.5% |
| 7D | +1.4% | -14.1% | +15.4% | +4.7% |
| 30D | +2.0% | -11.6% | +13.7% | +4.5% |
| 3M | -10.4% | 0.0% | -10.4% | -11.2% |
| 6M | +9.7% | -8.4% | +18.1% | +10.2% |
| YTD | -1.2% | +65.9% | -67.1% | -18.1% |
| 1Y | 0.0% | +69.4% | -69.4% | -17.9% |
| 3Y | +41.1% | +55.9% | -14.8% | +15.0% |
| 5Y | -11.4% | +146.2% | -157.6% | -41.8% |
| All | -11.4% | +148.3% | -159.8% | -41.8% |
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