+4,021.9%
SOXX vs CVE
+89.9%
+3,932.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.8% |
| 7D | +2.2% | +2.5% | -0.3% | +1.5% |
| 30D | -2.0% | +16.7% | -18.8% | -5.9% |
| 3M | -13.7% | +9.3% | -23.0% | -16.0% |
| 6M | +52.4% | +43.6% | +8.8% | +37.6% |
| YTD | +72.8% | +93.6% | -20.8% | +44.3% |
| 1Y | +113.9% | +98.8% | +15.1% | +77.0% |
| 3Y | +210.7% | +73.6% | +137.1% | +161.2% |
| 5Y | +244.6% | +312.5% | -67.8% | +127.3% |
| 10Y | +1,468.0% | +161.0% | +1,307.0% | +875.7% |
| All | +4,021.9% | +89.9% | +3,932.0% | +2,569.4% |
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