+886.2%
TER vs CVE
+136.1%
+750.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -20.5% | -16.1% | -4.3% | -17.4% |
| 30D | -47.0% | -10.4% | -36.6% | -45.8% |
| 3M | -43.3% | -2.4% | -40.9% | -43.1% |
| 6M | -42.9% | -4.4% | -38.5% | -42.7% |
| YTD | +12.9% | +64.9% | -52.1% | 0.0% |
| 1Y | +18.2% | +66.0% | -47.9% | +4.3% |
| 3Y | +151.8% | +57.7% | +94.1% | +121.6% |
| 5Y | +54.2% | +144.7% | -90.5% | +22.1% |
| All | +886.2% | +136.1% | +750.0% | +524.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling