+61.3%
NDAQ vs CVE
+148.3%
-87.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.3% |
| 7D | +1.2% | -14.1% | +15.2% | +2.7% |
| 30D | +15.8% | -11.6% | +27.4% | +17.1% |
| 3M | +13.4% | 0.0% | +13.3% | +12.8% |
| 6M | +20.9% | -8.4% | +29.3% | +21.2% |
| YTD | +11.1% | +65.9% | -54.8% | +2.0% |
| 1Y | +26.5% | +69.4% | -42.9% | +15.6% |
| 3Y | +121.5% | +55.9% | +65.6% | +99.6% |
| 5Y | +61.3% | +146.2% | -84.8% | +32.3% |
| All | +61.3% | +148.3% | -87.0% | +32.3% |
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