+12.4%
O vs CVE
+135.1%
-122.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +3.3% | -10.1% | +13.4% | +3.9% |
| 30D | +10.3% | -12.1% | +22.4% | +11.0% |
| 3M | -3.5% | -1.9% | -1.6% | -3.5% |
| 6M | -1.3% | -1.8% | +0.6% | -1.5% |
| YTD | +10.3% | +65.8% | -55.5% | +5.8% |
| 1Y | +10.4% | +60.8% | -50.4% | +6.1% |
| 3Y | +40.0% | +70.1% | -30.1% | +32.3% |
| 5Y | +12.4% | +134.8% | -122.4% | +0.3% |
| All | +12.4% | +135.1% | -122.8% | +0.3% |
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