-7.4%
T vs CVE
+59.5%
-66.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | +2.6% | -10.0% | +12.6% | +2.8% |
| 30D | -1.1% | -11.9% | +10.8% | -0.9% |
| 3M | -7.7% | -5.9% | -1.8% | -8.0% |
| 6M | -10.6% | -1.6% | -9.1% | -11.7% |
| YTD | -7.5% | +66.3% | -73.7% | -10.8% |
| 1Y | -7.4% | +57.5% | -64.9% | -10.2% |
| All | -7.4% | +59.5% | -66.9% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling