-16.7%
RDW vs CVE
+350.0%
-366.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.0% |
| 7D | +3.6% | +2.0% | +1.6% | +2.9% |
| 30D | -18.4% | +13.2% | -31.6% | -22.2% |
| 3M | -32.1% | +21.7% | -53.8% | -37.5% |
| 6M | +10.9% | +48.4% | -37.5% | -7.2% |
| YTD | +40.8% | +100.1% | -59.3% | +5.0% |
| 1Y | +31.1% | +107.8% | -76.7% | -3.8% |
| 3Y | +245.2% | +76.9% | +168.3% | +156.4% |
| 5Y | -16.7% | +346.2% | -363.0% | -40.7% |
| All | -16.7% | +350.0% | -366.7% | -40.7% |
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