+67.7%
T vs CVE
+317.2%
-249.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | -1.3% | +2.5% | -3.8% | -1.4% |
| 30D | +11.4% | +16.7% | -5.4% | +10.2% |
| 3M | +14.3% | +9.3% | +5.0% | +13.4% |
| 6M | -9.3% | +43.6% | -52.9% | -11.6% |
| YTD | +7.1% | +93.6% | -86.5% | +2.3% |
| 1Y | -9.1% | +98.8% | -107.8% | -13.5% |
| 3Y | +105.3% | +73.6% | +31.7% | +96.0% |
| All | +67.7% | +317.2% | -249.6% | +39.6% |
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 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