+1,507.2%
SOXX vs CVE
+177.3%
+1,329.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | +3.0% | +1.6% | +1.4% | +2.7% |
| 30D | -3.1% | +11.7% | -14.9% | -5.5% |
| 3M | -4.4% | +18.2% | -22.6% | -8.2% |
| 6M | +52.9% | +48.8% | +4.1% | +38.8% |
| YTD | +72.0% | +99.4% | -27.4% | +46.0% |
| 1Y | +105.1% | +97.9% | +7.2% | +74.0% |
| 3Y | +220.6% | +76.3% | +144.3% | +173.8% |
| 5Y | +244.8% | +344.6% | -99.8% | +139.9% |
| All | +1,507.2% | +177.3% | +1,329.9% | +886.3% |
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 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