+533.2%
XYZ vs CVE
+155.0%
+378.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -1.0% | +2.5% | -3.5% | -1.6% |
| 30D | -1.7% | +16.7% | -18.4% | -5.6% |
| 3M | +16.7% | +9.3% | +7.5% | +13.3% |
| 6M | +26.9% | +43.6% | -16.7% | +14.0% |
| YTD | +27.1% | +93.6% | -66.4% | +5.4% |
| 1Y | +9.3% | +98.8% | -89.5% | -10.4% |
| 3Y | +42.3% | +73.6% | -31.3% | +18.5% |
| 5Y | -69.3% | +312.5% | -381.8% | -79.4% |
| 10Y | +586.8% | +161.0% | +425.8% | +315.3% |
| All | +533.2% | +155.0% | +378.2% | +243.6% |
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