-25.6%
TER vs CVE
-3.1%
-22.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -7.6% | +0.8% | -5.8% |
| 7D | -19.9% | -12.1% | -7.8% | -18.7% |
| 30D | -43.5% | -9.8% | -33.8% | -42.7% |
| 3M | -37.8% | -0.7% | -37.1% | -37.2% |
| 6M | -25.6% | -4.3% | -21.2% | -22.3% |
| All | -25.6% | -3.1% | -22.4% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling