+112.5%
NET vs CVE
+317.2%
-204.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -7.0% | +2.5% | -9.5% | -7.8% |
| 30D | -4.8% | +16.7% | -21.5% | -9.6% |
| 3M | +3.8% | +9.3% | -5.4% | +0.4% |
| 6M | +50.0% | +43.6% | +6.4% | +31.6% |
| YTD | +41.5% | +93.6% | -52.1% | +11.9% |
| 1Y | +32.8% | +98.8% | -65.9% | +3.7% |
| 3Y | +335.9% | +73.6% | +262.3% | +242.5% |
| All | +112.5% | +317.2% | -204.8% | +30.9% |
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 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