+108.7%
USB vs CVE
+159.5%
-50.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.1% |
| 7D | +1.4% | +2.5% | -1.1% | +0.8% |
| 30D | -1.3% | +16.7% | -18.0% | -5.0% |
| 3M | +15.2% | +9.3% | +6.0% | +12.1% |
| 6M | +18.8% | +43.6% | -24.8% | +7.4% |
| YTD | +21.0% | +93.6% | -72.6% | +1.1% |
| 1Y | +34.0% | +98.8% | -64.7% | +10.8% |
| 3Y | +95.3% | +73.6% | +21.7% | +63.5% |
| 5Y | +40.4% | +312.5% | -272.1% | -8.6% |
| All | +108.7% | +159.5% | -50.7% | +14.8% |
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