+2,001.6%
V vs CVE
+89.9%
+1,911.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -1.7% | +2.5% | -4.2% | -2.2% |
| 30D | +2.0% | +16.7% | -14.8% | -1.0% |
| 3M | +17.4% | +9.3% | +8.1% | +14.9% |
| 6M | +17.5% | +43.6% | -26.1% | +8.9% |
| YTD | +7.6% | +93.6% | -86.0% | -6.2% |
| 1Y | +7.7% | +98.8% | -91.0% | -6.9% |
| 3Y | +54.7% | +73.6% | -18.9% | +34.1% |
| 5Y | +73.0% | +312.5% | -239.4% | +21.4% |
| 10Y | +390.9% | +161.0% | +229.8% | +216.9% |
| All | +2,001.6% | +89.9% | +1,911.7% | +1,279.8% |
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