+14.9%
O vs CVE
+317.2%
-302.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -0.7% | +2.5% | -3.2% | -0.9% |
| 30D | -1.9% | +16.7% | -18.6% | -2.8% |
| 3M | +3.8% | +9.3% | -5.4% | +3.2% |
| 6M | -4.7% | +43.6% | -48.3% | -7.2% |
| YTD | +12.5% | +93.6% | -81.1% | +7.2% |
| 1Y | +10.8% | +98.8% | -87.9% | +5.3% |
| 3Y | +28.8% | +73.6% | -44.8% | +22.3% |
| All | +14.9% | +317.2% | -302.3% | -1.3% |
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