+82.7%
O vs CVE
+132.7%
-50.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.5% | -10.0% | +13.5% | +4.8% |
| 30D | +10.4% | -11.9% | +22.3% | +12.0% |
| 3M | -2.4% | -5.9% | +3.5% | -2.0% |
| 6M | -1.2% | -1.6% | +0.3% | -1.6% |
| YTD | +10.4% | +66.3% | -55.9% | +2.1% |
| 1Y | +11.4% | +57.5% | -46.1% | +3.8% |
| 3Y | +40.4% | +65.4% | -25.0% | +27.6% |
| 5Y | +12.1% | +144.2% | -132.0% | -6.8% |
| 10Y | +82.7% | +135.5% | -52.8% | +17.9% |
| All | +82.7% | +132.7% | -50.0% | +17.9% |
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 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