-24.7%
U vs CVE
+619.9%
-644.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.6% |
| 7D | +36.6% | -16.1% | +52.7% | +40.8% |
| 30D | +13.3% | -10.4% | +23.7% | +15.1% |
| 3M | +26.2% | -2.4% | +28.5% | +25.7% |
| 6M | +88.7% | -4.4% | +93.2% | +87.7% |
| YTD | +16.6% | +64.9% | -48.4% | +1.6% |
| 1Y | +29.0% | +66.0% | -37.1% | +12.0% |
| 3Y | +99.5% | +57.7% | +41.8% | +71.1% |
| 5Y | -66.1% | +144.7% | -210.8% | -72.2% |
| All | -24.7% | +619.9% | -644.5% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling