+260.6%
SPOT vs CVE
+53.7%
+206.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +1.6% | -16.1% | +17.7% | +3.0% |
| 30D | +17.6% | -10.4% | +27.9% | +18.3% |
| 3M | +26.9% | -2.4% | +29.3% | +26.3% |
| 6M | +41.8% | -4.4% | +46.2% | +41.1% |
| YTD | +3.8% | +64.9% | -61.1% | -4.7% |
| 1Y | -2.5% | +66.0% | -68.5% | -10.7% |
| 3Y | +260.6% | +57.7% | +202.9% | +207.2% |
| All | +260.6% | +53.7% | +206.8% | +207.2% |
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 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