+304.8%
SPY vs CVE
+132.7%
+172.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -0.6% | -10.0% | +9.4% | +1.0% |
| 30D | -3.7% | -11.9% | +8.2% | -2.0% |
| 3M | -2.7% | -5.9% | +3.2% | -2.2% |
| 6M | +2.2% | -1.6% | +3.7% | +1.7% |
| YTD | +10.8% | +66.3% | -55.4% | +0.8% |
| 1Y | +11.2% | +57.5% | -46.3% | +1.9% |
| 3Y | +76.5% | +65.4% | +11.1% | +57.8% |
| 5Y | +72.9% | +144.2% | -71.2% | +41.8% |
| 10Y | +304.8% | +135.5% | +169.3% | +179.0% |
| All | +304.8% | +132.7% | +172.1% | +179.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling