+90.5%
W vs CVE
-3.1%
+93.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -7.6% | +18.6% | +4.7% |
| 7D | +8.4% | -12.1% | +20.4% | -1.5% |
| 30D | +16.5% | -9.8% | +26.3% | +8.6% |
| 3M | +6.4% | -0.7% | +7.2% | +11.1% |
| 6M | +90.5% | -4.3% | +94.9% | +104.2% |
| All | +90.5% | -3.1% | +93.7% | +104.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling