+8.5%
IR vs CVE
+75.1%
-66.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.1% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | -13.6% | +17.5% | -31.1% | -16.3% |
| 3M | +3.7% | +16.2% | -12.5% | +0.3% |
| 6M | -13.1% | +47.8% | -60.8% | -22.5% |
| YTD | -5.1% | +98.5% | -103.6% | -23.1% |
| 1Y | -6.5% | +109.8% | -116.2% | -26.1% |
| 3Y | +8.5% | +75.5% | -67.0% | -13.4% |
| All | +8.5% | +75.1% | -66.6% | -13.4% |
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