+264.6%
T vs CVE
+67.4%
+197.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.6% | +9.7% | +2.9% |
| 7D | +5.5% | -12.1% | +17.5% | +7.0% |
| 30D | -8.9% | -9.8% | +0.9% | -8.0% |
| 3M | -5.6% | -0.7% | -4.9% | -5.8% |
| 6M | -14.3% | -4.3% | -10.0% | -14.3% |
| YTD | -7.9% | +70.6% | -78.5% | -14.3% |
| 1Y | -6.4% | +73.2% | -79.6% | -13.1% |
| 3Y | +59.8% | +60.3% | -0.5% | +47.4% |
| 5Y | +55.3% | +159.3% | -104.0% | +31.2% |
| 10Y | +58.3% | +147.4% | -89.1% | +19.9% |
| All | +264.6% | +67.4% | +197.2% | +178.2% |
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 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