+475.8%
NDAQ vs CVE
+132.7%
+343.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +2.9% | -10.0% | +12.8% | +3.9% |
| 30D | +17.5% | -11.9% | +29.3% | +18.8% |
| 3M | +15.4% | -5.9% | +21.4% | +15.8% |
| 6M | +24.6% | -1.6% | +26.2% | +24.1% |
| YTD | +14.4% | +66.3% | -51.8% | +7.0% |
| 1Y | +26.9% | +57.5% | -30.6% | +19.4% |
| 3Y | +119.8% | +65.4% | +54.4% | +102.9% |
| 5Y | +70.5% | +144.2% | -73.7% | +48.7% |
| 10Y | +475.8% | +135.5% | +340.3% | +339.9% |
| All | +475.8% | +132.7% | +343.1% | +339.9% |
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