+324.1%
T vs CVE
+89.9%
+234.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | -1.3% | +2.5% | -3.8% | -1.6% |
| 30D | +11.4% | +16.7% | -5.4% | +9.3% |
| 3M | +14.3% | +9.3% | +5.0% | +12.8% |
| 6M | -9.3% | +43.6% | -52.9% | -13.4% |
| YTD | +7.1% | +93.6% | -86.5% | -1.6% |
| 1Y | -9.1% | +98.8% | -107.8% | -16.9% |
| 3Y | +105.3% | +73.6% | +31.7% | +88.0% |
| 5Y | +66.8% | +312.5% | -245.7% | +32.7% |
| 10Y | +66.8% | +161.0% | -94.3% | +26.0% |
| All | +324.1% | +89.9% | +234.2% | +219.6% |
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