+40.9%
XYZ vs CVE
+72.1%
-31.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.0% | +2.5% | -3.5% | -1.6% |
| 30D | -1.7% | +16.7% | -18.4% | -5.2% |
| 3M | +16.7% | +9.3% | +7.5% | +14.0% |
| 6M | +26.9% | +43.6% | -16.7% | +12.6% |
| YTD | +27.1% | +93.6% | -66.4% | +1.7% |
| 1Y | +9.3% | +98.8% | -89.5% | -14.0% |
| All | +40.9% | +72.1% | -31.2% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling