+199.9%
TER vs CVE
+99.6%
+100.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.6% |
| 7D | +0.6% | +2.5% | -1.9% | +0.3% |
| 30D | -8.3% | +16.7% | -25.0% | -9.7% |
| 3M | -12.2% | +9.3% | -21.5% | -12.3% |
| 6M | +17.1% | +43.6% | -26.5% | +6.0% |
| YTD | +84.7% | +93.6% | -8.9% | +51.7% |
| 1Y | +199.9% | +98.8% | +101.2% | +150.5% |
| All | +199.9% | +99.6% | +100.3% | +150.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling