+227.5%
F vs CVE
+89.9%
+137.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | -3.7% | +9.3% | -12.9% | -6.6% |
| 6M | +16.8% | +43.6% | -26.8% | +3.5% |
| YTD | +15.3% | +93.6% | -78.3% | -6.8% |
| 1Y | +31.0% | +98.8% | -67.7% | +4.5% |
| 3Y | +45.4% | +73.6% | -28.2% | +17.8% |
| 5Y | +54.7% | +312.5% | -257.8% | -5.4% |
| 10Y | +98.2% | +161.0% | -62.8% | +12.3% |
| All | +227.5% | +89.9% | +137.6% | +91.4% |
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