+2,267.9%
V vs CVE
+62.8%
+2,205.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.7% |
| 7D | +2.9% | -14.1% | +17.0% | +5.6% |
| 30D | +14.0% | -11.6% | +25.6% | +16.3% |
| 3M | +14.9% | 0.0% | +14.8% | +14.2% |
| 6M | +31.7% | -8.4% | +40.1% | +32.5% |
| YTD | +21.2% | +65.9% | -44.7% | +8.2% |
| 1Y | +25.3% | +69.4% | -44.1% | +11.2% |
| 3Y | +77.5% | +55.9% | +21.6% | +56.5% |
| 5Y | +102.6% | +146.2% | -43.6% | +57.1% |
| 10Y | +464.3% | +140.6% | +323.7% | +267.4% |
| All | +2,267.9% | +62.8% | +2,205.1% | +1,492.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling