+18.5%
IP vs CVE
+59.0%
-40.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.2% | +2.1% |
| 7D | +3.4% | -12.1% | +15.5% | +4.3% |
| 30D | +11.2% | -9.8% | +21.0% | +11.9% |
| 3M | -14.8% | -0.7% | -14.1% | -15.2% |
| 6M | +17.3% | -4.3% | +21.6% | +17.0% |
| YTD | -6.2% | +70.6% | -76.8% | -18.8% |
| 1Y | +2.3% | +73.2% | -70.8% | -11.9% |
| All | +18.5% | +59.0% | -40.5% | -5.5% |
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