+23.9%
IP vs CVE
+72.1%
-48.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | -5.3% | +2.5% | -7.8% | -5.5% |
| 30D | -10.9% | +16.7% | -27.6% | -12.3% |
| 3M | +11.2% | +9.3% | +1.9% | +10.2% |
| 6M | -10.2% | +43.6% | -53.8% | -16.6% |
| YTD | -2.0% | +93.6% | -95.6% | -15.7% |
| 1Y | -19.1% | +98.8% | -117.9% | -31.1% |
| All | +23.9% | +72.1% | -48.1% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling