-69.4%
U vs CVE
+317.2%
-386.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -3.8% | +2.5% | -6.3% | -4.5% |
| 30D | +17.5% | +16.7% | +0.7% | +12.7% |
| 3M | +38.7% | +9.3% | +29.5% | +34.7% |
| 6M | +104.4% | +43.6% | +60.8% | +81.6% |
| YTD | -5.7% | +93.6% | -99.3% | -24.2% |
| 1Y | +3.7% | +98.8% | -95.1% | -17.7% |
| 3Y | +12.3% | +73.6% | -61.3% | -10.3% |
| All | -69.4% | +317.2% | -386.7% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling