+51.4%
O vs CVE
+159.5%
-108.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -0.7% | +2.5% | -3.2% | -1.1% |
| 30D | -1.9% | +16.7% | -18.6% | -3.9% |
| 3M | +3.8% | +9.3% | -5.4% | +2.4% |
| 6M | -4.7% | +43.6% | -48.3% | -9.6% |
| YTD | +12.5% | +93.6% | -81.1% | +2.3% |
| 1Y | +10.8% | +98.8% | -87.9% | +0.3% |
| 3Y | +28.8% | +73.6% | -44.8% | +16.8% |
| 5Y | +13.2% | +312.5% | -299.3% | -12.9% |
| All | +51.4% | +159.5% | -108.1% | -4.9% |
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