+200.6%
W vs CVE
+34.7%
+165.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.7% | -5.5% | -7.5% |
| 7D | -5.6% | -14.1% | +8.5% | -2.2% |
| 30D | +7.5% | -11.6% | +19.1% | +10.4% |
| 3M | +5.4% | 0.0% | +5.4% | +4.3% |
| 6M | +79.4% | -8.4% | +87.8% | +78.6% |
| YTD | +12.9% | +65.9% | -53.0% | -6.4% |
| 1Y | +12.4% | +69.4% | -57.0% | -7.6% |
| 3Y | +128.5% | +55.9% | +72.6% | +90.6% |
| 5Y | -54.0% | +146.2% | -200.1% | -66.6% |
| 10Y | +248.8% | +140.6% | +108.1% | +88.1% |
| All | +200.6% | +34.7% | +165.8% | +56.6% |
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