+4,130.2%
TER vs CVE
+89.9%
+4,040.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | +0.6% | +2.5% | -1.9% | -0.1% |
| 30D | -8.3% | +16.7% | -25.0% | -12.1% |
| 3M | -12.2% | +9.3% | -21.5% | -14.6% |
| 6M | +17.1% | +43.6% | -26.5% | +4.6% |
| YTD | +84.7% | +93.6% | -8.9% | +52.2% |
| 1Y | +199.9% | +98.8% | +101.2% | +144.9% |
| 3Y | +232.8% | +73.6% | +159.2% | +176.3% |
| 5Y | +198.6% | +312.5% | -113.9% | +90.2% |
| 10Y | +1,669.7% | +161.0% | +1,508.7% | +958.8% |
| All | +4,130.2% | +89.9% | +4,040.3% | +2,683.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling