+18.2%
TER vs CVE
+67.8%
-49.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | -20.5% | -16.1% | -4.3% | -19.3% |
| 30D | -47.0% | -10.4% | -36.6% | -46.3% |
| 3M | -43.3% | -2.4% | -40.9% | -42.6% |
| 6M | -42.9% | -4.4% | -38.5% | -42.0% |
| YTD | +12.9% | +64.9% | -52.1% | +2.3% |
| 1Y | +18.2% | +66.0% | -47.9% | +7.2% |
| All | +18.2% | +67.8% | -49.7% | +7.2% |
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 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