+221.5%
ICE vs CVE
+159.5%
+62.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -0.7% | +2.5% | -3.2% | -0.9% |
| 30D | +7.6% | +16.7% | -9.1% | +5.9% |
| 3M | +13.9% | +9.3% | +4.7% | +12.7% |
| 6M | -2.4% | +43.6% | -45.9% | -6.3% |
| YTD | +0.3% | +93.6% | -93.3% | -6.9% |
| 1Y | -6.4% | +98.8% | -105.2% | -13.5% |
| 3Y | +43.1% | +73.6% | -30.5% | +32.6% |
| 5Y | +42.1% | +312.5% | -270.4% | +18.0% |
| All | +221.5% | +159.5% | +62.0% | +138.3% |
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