-67.9%
U vs CVE
+148.3%
-216.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.7% | +17.7% | +15.6% |
| 7D | +24.3% | -14.1% | +38.3% | +28.4% |
| 30D | +8.6% | -11.6% | +20.2% | +11.2% |
| 3M | +37.6% | 0.0% | +37.5% | +36.1% |
| 6M | +78.5% | -8.4% | +86.9% | +79.1% |
| YTD | +10.5% | +65.9% | -55.4% | -8.6% |
| 1Y | +15.2% | +69.4% | -54.2% | -5.7% |
| 3Y | +76.6% | +55.9% | +20.6% | +43.4% |
| 5Y | -67.9% | +146.2% | -214.0% | -77.5% |
| All | -67.9% | +148.3% | -216.2% | -77.5% |
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