+120.5%
URI vs CVE
+72.1%
+48.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | -2.0% | +2.5% | -4.5% | -2.7% |
| 30D | -12.9% | +16.7% | -29.7% | -16.7% |
| 3M | -6.7% | +9.3% | -16.0% | -9.4% |
| 6M | +19.0% | +43.6% | -24.6% | +4.5% |
| YTD | +25.5% | +93.6% | -68.1% | -1.9% |
| 1Y | +5.5% | +98.8% | -93.2% | -19.2% |
| All | +120.5% | +72.1% | +48.5% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling