+291.3%
IR vs CVE
+301.4%
-10.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | -2.8% | +2.5% | -5.3% | -3.6% |
| 30D | -15.1% | +16.7% | -31.9% | -18.9% |
| 3M | +6.1% | +9.3% | -3.2% | +2.5% |
| 6M | -16.8% | +43.6% | -60.4% | -26.6% |
| YTD | -3.5% | +93.6% | -97.1% | -22.3% |
| 1Y | -3.5% | +98.8% | -102.2% | -23.3% |
| 3Y | +9.5% | +73.6% | -64.1% | -11.5% |
| 5Y | +45.1% | +312.5% | -267.4% | -14.1% |
| All | +291.3% | +301.4% | -10.1% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling