+244.8%
ICE vs CVE
+136.7%
+108.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +1.0% | -10.1% | +11.1% | +2.0% |
| 30D | +11.4% | -12.1% | +23.5% | +12.7% |
| 3M | +16.2% | -1.9% | +18.0% | +16.1% |
| 6M | +12.5% | -1.8% | +14.3% | +12.2% |
| YTD | +8.6% | +65.8% | -57.2% | +2.1% |
| 1Y | +18.4% | +60.8% | -42.5% | +11.7% |
| 3Y | +66.4% | +70.1% | -3.7% | +54.1% |
| 5Y | +37.2% | +134.8% | -97.6% | +20.6% |
| 10Y | +244.8% | +130.1% | +114.7% | +158.2% |
| All | +244.8% | +136.7% | +108.2% | +158.2% |
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 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