+32.6%
NET vs CVE
+157.6%
-125.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.8% |
| 1Y | +14.5% | +73.2% | -58.7% | -7.0% |
| 3Y | +313.8% | +60.3% | +253.5% | +231.8% |
| 5Y | +32.6% | +159.3% | -126.7% | -10.0% |
| All | +32.6% | +157.6% | -125.1% | -10.0% |
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 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