+449.6%
V vs CVE
+137.5%
+312.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.8% |
| 7D | +2.9% | -14.1% | +17.0% | +5.2% |
| 30D | +14.0% | -11.6% | +25.6% | +15.9% |
| 3M | +14.9% | 0.0% | +14.8% | +14.3% |
| 6M | +31.7% | -8.4% | +40.1% | +32.4% |
| YTD | +21.2% | +65.9% | -44.7% | +9.8% |
| 1Y | +25.3% | +69.4% | -44.1% | +12.9% |
| 3Y | +77.5% | +55.9% | +21.6% | +58.9% |
| 5Y | +102.6% | +146.2% | -43.6% | +62.2% |
| All | +449.6% | +137.5% | +312.1% | +243.4% |
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