-64.6%
XYZ vs CVE
+148.3%
-212.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.3% | -3.3% |
| 7D | +9.2% | -14.1% | +23.3% | +13.4% |
| 30D | +9.8% | -11.6% | +21.4% | +12.7% |
| 3M | -0.2% | 0.0% | -0.2% | -1.9% |
| 6M | +18.0% | -8.4% | +26.3% | +18.0% |
| YTD | +29.1% | +65.9% | -36.8% | +2.6% |
| 1Y | +14.1% | +69.4% | -55.3% | -10.5% |
| 3Y | +72.6% | +55.9% | +16.7% | +34.6% |
| 5Y | -64.6% | +146.2% | -210.8% | -77.8% |
| All | -64.6% | +148.3% | -212.9% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling