+839.6%
ICE vs CVE
+62.8%
+776.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | +6.7% | -14.1% | +20.8% | +8.8% |
| 30D | +13.4% | -11.6% | +25.0% | +15.1% |
| 3M | +16.5% | 0.0% | +16.5% | +16.1% |
| 6M | +12.8% | -8.4% | +21.2% | +13.5% |
| YTD | +8.5% | +65.9% | -57.4% | -0.1% |
| 1Y | +20.6% | +69.4% | -48.8% | +10.6% |
| 3Y | +67.4% | +55.9% | +11.5% | +52.8% |
| 5Y | +36.6% | +146.2% | -109.6% | +13.2% |
| 10Y | +270.4% | +140.6% | +129.8% | +171.6% |
| All | +839.6% | +62.8% | +776.8% | +583.1% |
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