+53.4%
T vs CVE
+148.3%
-94.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | +4.3% | -14.1% | +18.4% | +5.1% |
| 30D | -9.7% | -11.6% | +1.9% | -9.2% |
| 3M | -4.3% | 0.0% | -4.3% | -4.5% |
| 6M | -13.7% | -8.4% | -5.3% | -13.5% |
| YTD | -8.0% | +65.9% | -73.9% | -11.2% |
| 1Y | -6.9% | +69.4% | -76.3% | -10.4% |
| 3Y | +59.7% | +55.9% | +3.8% | +53.4% |
| 5Y | +53.4% | +146.2% | -92.7% | +38.2% |
| All | +53.4% | +148.3% | -94.9% | +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