-39.0%
U vs CVE
+744.8%
-783.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -3.8% | +2.5% | -6.3% | -4.3% |
| 30D | +17.5% | +16.7% | +0.7% | +13.8% |
| 3M | +38.7% | +9.3% | +29.5% | +35.6% |
| 6M | +104.4% | +43.6% | +60.8% | +87.2% |
| YTD | -5.7% | +93.6% | -99.3% | -19.8% |
| 1Y | +3.7% | +98.8% | -95.1% | -12.6% |
| 3Y | +12.3% | +73.6% | -61.3% | -5.1% |
| 5Y | -68.8% | +312.5% | -381.3% | -75.4% |
| All | -39.0% | +744.8% | -783.9% | -45.8% |
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