+789.1%
SPY vs CVE
+62.8%
+726.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.9% |
| 7D | -4.7% | -14.1% | +9.3% | -2.2% |
| 30D | -5.9% | -11.6% | +5.7% | -4.0% |
| 3M | -4.5% | 0.0% | -4.6% | -5.0% |
| 6M | +1.8% | -8.4% | +10.2% | +2.5% |
| YTD | +8.3% | +65.9% | -57.6% | -3.1% |
| 1Y | +9.3% | +69.4% | -60.1% | -2.7% |
| 3Y | +74.9% | +55.9% | +18.9% | +55.1% |
| 5Y | +67.3% | +146.2% | -78.9% | +31.7% |
| 10Y | +311.6% | +140.6% | +170.9% | +180.4% |
| All | +789.1% | +62.8% | +726.3% | +526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling