+99.1%
V vs CVE
+142.8%
-43.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.2% | -16.1% | +18.3% | +3.9% |
| 30D | +13.6% | -10.4% | +24.0% | +14.6% |
| 3M | +14.3% | -2.4% | +16.7% | +14.1% |
| 6M | +33.1% | -4.4% | +37.5% | +32.8% |
| YTD | +21.2% | +64.9% | -43.7% | +12.1% |
| 1Y | +26.4% | +66.0% | -39.6% | +16.6% |
| 3Y | +77.6% | +57.7% | +19.9% | +61.3% |
| All | +99.1% | +142.8% | -43.7% | +60.7% |
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