+2.3%
IP vs CVE
+73.4%
-71.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.2% | -0.2% |
| 7D | +3.4% | -12.1% | +15.5% | +0.7% |
| 30D | +11.2% | -9.8% | +21.0% | +9.0% |
| 3M | -14.8% | -0.7% | -14.1% | -14.4% |
| 6M | +17.3% | -4.3% | +21.6% | +18.4% |
| YTD | -6.2% | +70.6% | -76.8% | -16.4% |
| 1Y | +2.3% | +73.2% | -70.8% | -9.7% |
| All | +2.3% | +73.4% | -71.0% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling