+11.1%
O vs CVE
+148.3%
-137.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.6% |
| 7D | +4.5% | -14.1% | +18.6% | +5.3% |
| 30D | +10.2% | -11.6% | +21.8% | +10.8% |
| 3M | -3.8% | 0.0% | -3.8% | -4.0% |
| 6M | -3.8% | -8.4% | +4.5% | -3.6% |
| YTD | +10.3% | +65.9% | -55.6% | +5.9% |
| 1Y | +11.9% | +69.4% | -57.5% | +7.2% |
| 3Y | +38.1% | +55.9% | -17.8% | +31.6% |
| 5Y | +11.1% | +146.2% | -135.1% | -1.1% |
| All | +11.1% | +148.3% | -137.2% | -1.1% |
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