+67.6%
SPY vs CVE
+142.8%
-75.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.7% | -16.1% | +13.4% | -0.3% |
| 30D | -5.4% | -10.4% | +5.0% | -4.0% |
| 3M | -4.1% | -2.4% | -1.7% | -4.2% |
| 6M | +0.7% | -4.4% | +5.1% | +0.6% |
| YTD | +8.7% | +64.9% | -56.3% | -2.1% |
| 1Y | +10.9% | +66.0% | -55.1% | -0.3% |
| 3Y | +75.0% | +57.7% | +17.3% | +54.3% |
| All | +67.6% | +142.8% | -75.2% | +35.1% |
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