+3,453.7%
SOXX vs CVE
+71.4%
+3,382.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.3% | -3.8% |
| 7D | +9.4% | +5.9% | +3.4% | +7.8% |
| 30D | -13.8% | -10.9% | -2.9% | -11.4% |
| 3M | -18.6% | -4.5% | -14.1% | -18.0% |
| 6M | -15.1% | -1.0% | -14.2% | -15.7% |
| YTD | +49.0% | +74.7% | -25.8% | +27.3% |
| 1Y | +55.3% | +65.8% | -10.5% | +34.2% |
| 3Y | +179.0% | +73.2% | +105.8% | +134.8% |
| 5Y | +166.5% | +155.6% | +10.9% | +97.2% |
| 10Y | +1,203.0% | +149.3% | +1,053.7% | +717.0% |
| All | +3,453.7% | +71.4% | +3,382.3% | +2,253.7% |
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 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