+113.0%
SPOT vs CVE
+317.2%
-204.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -3.0% |
| 7D | -0.9% | +2.5% | -3.4% | -1.2% |
| 30D | +12.5% | +16.7% | -4.2% | +10.2% |
| 3M | +9.9% | +9.3% | +0.6% | +8.4% |
| 6M | +1.6% | +43.6% | -42.0% | -3.9% |
| YTD | -6.6% | +93.6% | -100.2% | -15.4% |
| 1Y | -22.9% | +98.8% | -121.7% | -30.7% |
| 3Y | +244.3% | +73.6% | +170.7% | +207.2% |
| All | +113.0% | +317.2% | -204.3% | +73.4% |
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 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