+787.8%
RF vs CVE
+67.4%
+720.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.1% | +4.1% |
| 7D | +2.3% | -12.1% | +14.3% | +6.5% |
| 30D | +7.2% | -9.8% | +17.0% | +10.5% |
| 3M | -8.2% | -0.7% | -7.5% | -8.8% |
| 6M | +7.0% | -4.3% | +11.4% | +6.5% |
| YTD | +10.3% | +70.6% | -60.3% | -11.5% |
| 1Y | +25.1% | +73.2% | -48.1% | -0.5% |
| 3Y | +110.3% | +60.3% | +50.0% | +66.7% |
| 5Y | +47.1% | +159.3% | -112.2% | -7.5% |
| 10Y | +297.9% | +147.4% | +150.5% | +101.2% |
| All | +787.8% | +67.4% | +720.4% | +395.3% |
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