+9.8%
LOW vs CVE
+317.2%
-307.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | -1.7% | +2.5% | -4.2% | -1.9% |
| 30D | -7.0% | +16.7% | -23.8% | -8.1% |
| 3M | -0.9% | +9.3% | -10.1% | -1.6% |
| 6M | -20.1% | +43.6% | -63.7% | -23.2% |
| YTD | -13.9% | +93.6% | -107.5% | -20.2% |
| 1Y | -21.1% | +98.8% | -119.9% | -27.3% |
| 3Y | -6.6% | +73.6% | -80.2% | -14.0% |
| All | +9.8% | +317.2% | -307.4% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling