+309.3%
SPY vs CVE
+147.6%
+161.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.6% |
| 7D | +3.3% | +4.6% | -1.3% | +2.6% |
| 30D | -2.7% | -12.0% | +9.3% | -0.9% |
| 3M | -1.7% | -3.8% | +2.0% | -1.5% |
| 6M | +3.1% | -2.7% | +5.8% | +2.8% |
| YTD | +11.9% | +73.6% | -61.7% | +1.1% |
| 1Y | +12.0% | +62.0% | -50.0% | +2.2% |
| 3Y | +78.2% | +72.7% | +5.5% | +58.2% |
| 5Y | +73.2% | +153.9% | -80.7% | +41.2% |
| All | +309.3% | +147.6% | +161.7% | +180.5% |
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 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