+20.7%
XYZ vs CVE
+73.4%
-52.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -7.6% | +22.9% | +13.0% |
| 7D | +16.5% | -12.1% | +28.6% | +13.0% |
| 30D | +15.0% | -9.8% | +24.7% | +12.3% |
| 3M | +3.5% | -0.7% | +4.2% | +3.4% |
| 6M | +21.9% | -4.3% | +26.2% | +22.1% |
| YTD | +34.6% | +70.6% | -36.0% | +48.1% |
| 1Y | +20.7% | +73.2% | -52.4% | +34.3% |
| All | +20.7% | +73.4% | -52.6% | +34.3% |
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