+180.1%
SOXX vs CVE
+150.7%
+29.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.7% | +3.3% | +5.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.6% |
| 30D | -14.4% | -10.8% | -3.6% | -11.9% |
| 3M | -12.7% | -4.3% | -8.3% | -12.1% |
| 6M | -12.4% | -1.5% | -10.9% | -13.0% |
| YTD | +55.1% | +70.7% | -15.6% | +29.4% |
| 1Y | +58.5% | +58.1% | +0.4% | +35.1% |
| 3Y | +187.5% | +69.8% | +117.7% | +131.6% |
| 5Y | +180.1% | +148.9% | +31.2% | +101.2% |
| All | +180.1% | +150.7% | +29.4% | +101.2% |
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