+41.2%
USB vs CVE
+317.2%
-276.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | +1.4% | +2.5% | -1.1% | +0.9% |
| 30D | -1.3% | +16.7% | -18.0% | -4.8% |
| 3M | +15.2% | +9.3% | +6.0% | +12.4% |
| 6M | +18.8% | +43.6% | -24.8% | +7.6% |
| YTD | +21.0% | +93.6% | -72.6% | +0.8% |
| 1Y | +34.0% | +98.8% | -64.7% | +10.4% |
| 3Y | +95.3% | +73.6% | +21.7% | +61.8% |
| All | +41.2% | +317.2% | -276.1% | -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 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