+71.2%
UBER vs CVE
+256.9%
-185.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.6% |
| 7D | +6.7% | -10.1% | +16.8% | +9.1% |
| 30D | -0.5% | -12.1% | +11.6% | +2.0% |
| 3M | -5.1% | -1.9% | -3.3% | -5.5% |
| 6M | -5.7% | -1.8% | -3.8% | -6.6% |
| YTD | -12.9% | +65.8% | -78.7% | -25.1% |
| 1Y | -22.6% | +60.8% | -83.5% | -33.0% |
| 3Y | +42.2% | +70.1% | -27.9% | +18.5% |
| 5Y | +56.4% | +134.8% | -78.4% | +14.4% |
| All | +71.2% | +256.9% | -185.7% | -10.5% |
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 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