+1,683.2%
TER vs CVE
+159.5%
+1,523.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | +0.6% | +2.5% | -1.9% | 0.0% |
| 30D | -8.3% | +16.7% | -25.0% | -11.3% |
| 3M | -12.2% | +9.3% | -21.5% | -14.1% |
| 6M | +17.1% | +43.6% | -26.5% | +7.1% |
| YTD | +84.7% | +93.6% | -8.9% | +58.3% |
| 1Y | +199.9% | +98.8% | +101.2% | +155.2% |
| 3Y | +232.8% | +73.6% | +159.2% | +186.3% |
| 5Y | +198.6% | +312.5% | -113.9% | +113.6% |
| All | +1,683.2% | +159.5% | +1,523.7% | +1,018.3% |
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