+322.4%
NET vs CVE
+59.0%
+263.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.6% | +5.1% | -0.1% |
| 7D | -16.4% | -12.1% | -4.3% | -12.9% |
| 30D | -25.8% | -9.8% | -16.1% | -23.5% |
| 3M | -11.5% | -0.7% | -10.8% | -11.8% |
| 6M | +18.9% | -4.3% | +23.2% | +19.2% |
| YTD | +35.2% | +70.6% | -35.4% | +10.3% |
| 1Y | +14.5% | +73.2% | -58.7% | -7.5% |
| All | +322.4% | +59.0% | +263.4% | +223.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling