+53.4%
T vs CVE
+142.8%
-89.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +1.0% | -16.1% | +17.2% | +2.0% |
| 30D | -10.6% | -10.4% | -0.2% | -10.2% |
| 3M | -7.7% | -2.4% | -5.4% | -7.8% |
| 6M | -13.3% | -4.4% | -8.9% | -13.4% |
| YTD | -8.8% | +64.9% | -73.7% | -12.0% |
| 1Y | -8.4% | +66.0% | -74.4% | -11.7% |
| 3Y | +59.6% | +57.7% | +2.0% | +53.0% |
| All | +53.4% | +142.8% | -89.4% | +38.2% |
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 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