+3.9%
W vs CVE
+59.0%
-55.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.9% |
| 7D | +3.3% | -10.1% | +13.4% | -2.4% |
| 30D | +10.5% | -12.1% | +22.6% | +3.5% |
| 3M | +9.6% | -1.9% | +11.5% | +10.6% |
| 6M | +76.4% | -1.8% | +78.2% | +81.2% |
| YTD | +16.4% | +65.8% | -49.4% | +20.2% |
| All | +3.9% | +59.0% | -55.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling