+331.4%
IR vs CVE
+253.7%
+77.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.6% | +7.2% | +1.6% |
| 7D | +11.6% | -12.1% | +23.6% | +15.3% |
| 30D | +7.2% | -9.8% | +17.0% | +9.9% |
| 3M | -5.9% | -0.7% | -5.2% | -6.4% |
| 6M | +11.5% | -4.3% | +15.8% | +10.8% |
| YTD | +6.3% | +70.6% | -64.3% | -11.8% |
| 1Y | +9.1% | +73.2% | -64.1% | -10.1% |
| 3Y | +29.2% | +60.3% | -31.2% | +6.3% |
| 5Y | +48.2% | +159.3% | -111.1% | +0.7% |
| All | +331.4% | +253.7% | +77.6% | +114.8% |
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 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