+227.4%
SOXX vs CVE
+75.1%
+152.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.9% |
| 7D | +5.6% | +0.2% | +5.4% | +5.5% |
| 30D | -2.7% | +17.5% | -20.2% | -7.4% |
| 3M | -7.5% | +16.2% | -23.7% | -11.9% |
| 6M | +63.5% | +47.8% | +15.8% | +41.4% |
| YTD | +75.7% | +98.5% | -22.8% | +35.3% |
| 1Y | +113.3% | +109.8% | +3.6% | +59.8% |
| 3Y | +227.4% | +75.5% | +151.9% | +134.7% |
| All | +227.4% | +75.1% | +152.3% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling