+303.5%
LOW vs CVE
+136.1%
+167.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +7.4% | -16.1% | +23.5% | +9.9% |
| 30D | +24.5% | -10.4% | +34.9% | +26.1% |
| 3M | +3.5% | -2.4% | +5.8% | +3.2% |
| 6M | -2.6% | -4.4% | +1.9% | -3.0% |
| YTD | -4.8% | +64.9% | -69.8% | -14.0% |
| 1Y | -0.8% | +66.0% | -66.8% | -10.6% |
| 3Y | +22.8% | +57.7% | -34.8% | +9.6% |
| 5Y | +5.3% | +144.7% | -139.4% | -16.1% |
| All | +303.5% | +136.1% | +167.4% | +148.9% |
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