+120.2%
SPOT vs CVE
+150.7%
-30.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.2% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | +15.2% | -10.8% | +26.0% | +16.5% |
| 3M | +21.6% | -4.3% | +25.9% | +21.6% |
| 6M | +45.2% | -1.5% | +46.7% | +44.3% |
| YTD | +4.9% | +70.7% | -65.8% | -4.4% |
| 1Y | -4.8% | +58.1% | -62.9% | -12.2% |
| 3Y | +256.3% | +69.8% | +186.4% | +215.7% |
| 5Y | +120.2% | +148.9% | -28.8% | +74.5% |
| All | +120.2% | +150.7% | -30.5% | +74.5% |
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 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