+264.4%
T vs CVE
+62.8%
+201.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | +4.3% | -14.1% | +18.4% | +6.1% |
| 30D | -9.7% | -11.6% | +1.9% | -8.5% |
| 3M | -4.3% | 0.0% | -4.3% | -4.6% |
| 6M | -13.7% | -8.4% | -5.3% | -13.2% |
| YTD | -8.0% | +65.9% | -73.9% | -14.1% |
| 1Y | -6.9% | +69.4% | -76.3% | -13.4% |
| 3Y | +59.7% | +55.9% | +3.8% | +47.8% |
| 5Y | +53.4% | +146.2% | -92.7% | +30.4% |
| 10Y | +58.2% | +140.6% | -82.4% | +20.2% |
| All | +264.4% | +62.8% | +201.6% | +179.0% |
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