+254.6%
SPOT vs CVE
+68.0%
+186.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +1.0% | -10.0% | +11.0% | +1.8% |
| 30D | +14.6% | -11.9% | +26.4% | +15.5% |
| 3M | +18.4% | -5.9% | +24.4% | +18.4% |
| 6M | +45.1% | -1.6% | +46.6% | +44.0% |
| YTD | +4.4% | +66.3% | -61.9% | -4.4% |
| 1Y | -2.7% | +57.5% | -60.2% | -10.1% |
| 3Y | +254.6% | +65.4% | +189.1% | +204.5% |
| All | +254.6% | +68.0% | +186.5% | +204.5% |
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