+26.1%
USB vs CVE
+157.6%
-131.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.6% | +9.5% | +3.5% |
| 7D | +2.4% | -12.1% | +14.5% | +5.0% |
| 30D | +6.6% | -9.8% | +16.4% | +8.5% |
| 3M | -4.1% | -0.7% | -3.4% | -4.6% |
| 6M | +12.5% | -4.3% | +16.8% | +12.2% |
| YTD | +17.6% | +70.6% | -53.0% | +0.4% |
| 1Y | +36.5% | +73.2% | -36.7% | +15.8% |
| 3Y | +95.4% | +60.3% | +35.1% | +63.9% |
| 5Y | +26.1% | +159.3% | -133.2% | -11.0% |
| All | +26.1% | +157.6% | -131.5% | -11.0% |
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