+67.6%
UBER vs CVE
+276.1%
-208.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | +1.6% | +5.9% | -4.3% | +0.3% |
| 30D | +0.6% | -10.9% | +11.4% | +2.8% |
| 3M | -8.2% | -4.5% | -3.6% | -7.9% |
| 6M | -6.7% | -1.0% | -5.7% | -7.8% |
| YTD | -14.7% | +74.7% | -89.5% | -27.5% |
| 1Y | -24.1% | +65.8% | -89.9% | -34.7% |
| 3Y | +33.4% | +73.2% | -39.8% | +10.8% |
| 5Y | +54.5% | +155.6% | -101.1% | +10.7% |
| All | +67.6% | +276.1% | -208.5% | -13.5% |
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