+24.8%
LOW vs CVE
+74.2%
-49.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | +1.4% | +5.9% | -4.5% | +1.5% |
| 30D | +21.7% | -10.9% | +32.6% | +21.6% |
| 3M | +5.0% | -4.5% | +9.5% | +4.8% |
| 6M | +4.6% | -1.0% | +5.6% | +4.5% |
| YTD | -3.5% | +74.7% | -78.2% | -10.5% |
| 1Y | +0.5% | +65.8% | -65.3% | -6.2% |
| 3Y | +24.8% | +73.2% | -48.4% | +11.2% |
| All | +24.8% | +74.2% | -49.4% | +11.2% |
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