+1,449.6%
NET vs CVE
+288.4%
+1,161.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -7.0% | +2.5% | -9.5% | -7.4% |
| 30D | -4.8% | +16.7% | -21.5% | -7.1% |
| 3M | +3.8% | +9.3% | -5.4% | +2.2% |
| 6M | +50.0% | +43.6% | +6.4% | +41.3% |
| YTD | +41.5% | +93.6% | -52.1% | +27.1% |
| 1Y | +32.8% | +98.8% | -65.9% | +18.7% |
| 3Y | +335.9% | +73.6% | +262.3% | +290.5% |
| 5Y | +113.8% | +312.5% | -198.6% | +80.2% |
| All | +1,449.6% | +288.4% | +1,161.1% | +1,349.0% |
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