+272.5%
RF vs CVE
+136.1%
+136.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.9% | -16.1% | +15.2% | +4.2% |
| 30D | +6.0% | -10.4% | +16.4% | +9.1% |
| 3M | -8.9% | -2.4% | -6.5% | -9.0% |
| 6M | +2.3% | -4.4% | +6.8% | +2.0% |
| YTD | +7.6% | +64.9% | -57.4% | -10.7% |
| 1Y | +21.2% | +66.0% | -44.9% | +0.2% |
| 3Y | +108.5% | +57.7% | +50.9% | +70.6% |
| 5Y | +43.2% | +144.7% | -101.5% | -2.8% |
| All | +272.5% | +136.1% | +136.3% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling