+68.3%
O vs CVE
+136.1%
-67.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +3.7% | -16.1% | +19.8% | +5.9% |
| 30D | +11.2% | -10.4% | +21.6% | +12.5% |
| 3M | -4.0% | -2.4% | -1.6% | -4.0% |
| 6M | -5.2% | -4.4% | -0.8% | -5.3% |
| YTD | +9.5% | +64.9% | -55.5% | +1.4% |
| 1Y | +10.6% | +66.0% | -55.4% | +2.3% |
| 3Y | +38.1% | +57.7% | -19.5% | +26.4% |
| 5Y | +10.2% | +144.7% | -134.5% | -8.4% |
| All | +68.3% | +136.1% | -67.9% | +7.5% |
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