+1,348.2%
LOW vs CVE
+62.8%
+1,285.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | +9.6% | -14.1% | +23.7% | +12.1% |
| 30D | +24.5% | -11.6% | +36.1% | +26.6% |
| 3M | +4.0% | 0.0% | +3.9% | +3.3% |
| 6M | +2.2% | -8.4% | +10.5% | +2.3% |
| YTD | -3.7% | +65.9% | -69.6% | -13.7% |
| 1Y | -0.9% | +69.4% | -70.3% | -11.6% |
| 3Y | +23.8% | +55.9% | -32.1% | +9.9% |
| 5Y | +6.6% | +146.2% | -139.6% | -16.4% |
| 10Y | +314.4% | +140.6% | +173.8% | +170.2% |
| All | +1,348.2% | +62.8% | +1,285.4% | +844.5% |
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