+462.3%
O vs CVE
+67.4%
+394.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.6% | +10.6% | +4.0% |
| 7D | +5.8% | -12.1% | +17.9% | +7.6% |
| 30D | +10.7% | -9.8% | +20.4% | +12.0% |
| 3M | -4.5% | -0.7% | -3.8% | -4.7% |
| 6M | -4.1% | -4.3% | +0.2% | -4.2% |
| YTD | +9.8% | +70.6% | -60.8% | +0.7% |
| 1Y | +11.3% | +73.2% | -61.8% | +1.8% |
| 3Y | +37.5% | +60.3% | -22.9% | +24.7% |
| 5Y | +11.3% | +159.3% | -148.0% | -9.2% |
| 10Y | +71.9% | +147.4% | -75.5% | +17.8% |
| All | +462.3% | +67.4% | +394.9% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling