+13.8%
IP vs CVE
+54.6%
-40.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -3.7% |
| 7D | -5.0% | -14.1% | +9.1% | -3.9% |
| 30D | +6.5% | -11.6% | +18.2% | +7.4% |
| 3M | -18.0% | 0.0% | -18.1% | -18.5% |
| 6M | +10.3% | -8.4% | +18.7% | +10.6% |
| YTD | -9.9% | +65.9% | -75.8% | -21.9% |
| 1Y | -1.1% | +69.4% | -70.5% | -14.7% |
| All | +13.8% | +54.6% | -40.8% | -9.1% |
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 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