+2,873.8%
TER vs CVE
+67.4%
+2,806.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -7.6% | +0.8% | -4.8% |
| 7D | -19.9% | -12.1% | -7.8% | -17.1% |
| 30D | -43.5% | -9.8% | -33.8% | -42.1% |
| 3M | -37.8% | -0.7% | -37.1% | -37.9% |
| 6M | -25.6% | -4.3% | -21.2% | -25.4% |
| YTD | +29.8% | +70.6% | -40.8% | +10.4% |
| 1Y | +43.2% | +73.2% | -30.0% | +20.9% |
| 3Y | +189.3% | +60.3% | +129.0% | +145.5% |
| 5Y | +76.9% | +159.3% | -82.4% | +27.4% |
| 10Y | +1,059.7% | +147.4% | +912.2% | +597.3% |
| All | +2,873.8% | +67.4% | +2,806.4% | +1,919.1% |
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