+26.6%
LOW vs CVE
+68.0%
-41.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +8.7% | -10.0% | +18.7% | +8.5% |
| 30D | +25.5% | -11.9% | +37.3% | +25.2% |
| 3M | +6.6% | -5.9% | +12.6% | +6.2% |
| 6M | +2.4% | -1.6% | +4.0% | +1.9% |
| YTD | -1.7% | +66.3% | -68.0% | -8.9% |
| 1Y | +1.7% | +57.5% | -55.8% | -5.2% |
| 3Y | +26.6% | +65.4% | -38.8% | +12.9% |
| All | +26.6% | +68.0% | -41.5% | +12.9% |
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 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