+599.5%
XYZ vs CVE
+136.1%
+463.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +12.1% | -16.1% | +28.3% | +16.4% |
| 30D | +12.4% | -10.4% | +22.8% | +14.6% |
| 3M | +8.2% | -2.4% | +10.5% | +7.6% |
| 6M | +20.7% | -4.4% | +25.1% | +19.6% |
| YTD | +31.3% | +64.9% | -33.6% | +11.9% |
| 1Y | +20.5% | +66.0% | -45.5% | +2.3% |
| 3Y | +72.6% | +57.7% | +15.0% | +45.8% |
| 5Y | -64.0% | +144.7% | -208.7% | -73.0% |
| All | +599.5% | +136.1% | +463.4% | +317.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling