+325.3%
IR vs CVE
+242.0%
+83.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +3.7% | -16.1% | +19.8% | +8.6% |
| 30D | +7.4% | -10.4% | +17.8% | +10.4% |
| 3M | -5.9% | -2.4% | -3.6% | -6.0% |
| 6M | +5.6% | -4.4% | +10.0% | +5.0% |
| YTD | +4.8% | +64.9% | -60.1% | -12.2% |
| 1Y | +6.9% | +66.0% | -59.1% | -10.8% |
| 3Y | +27.6% | +57.7% | -30.1% | +5.5% |
| 5Y | +45.8% | +144.7% | -98.9% | +0.7% |
| All | +325.3% | +242.0% | +83.3% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling