+162.3%
CVE vs EAT
+390.6%
-228.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +16.7% | +1.9% | +14.9% | +15.7% |
| 3M | +9.3% | +68.7% | -59.4% | -6.7% |
| 6M | +43.6% | +66.9% | -23.3% | +20.9% |
| YTD | +93.6% | +60.4% | +33.2% | +63.9% |
| 1Y | +98.8% | +44.0% | +54.8% | +71.4% |
| 3Y | +73.6% | +604.7% | -531.1% | -15.5% |
| 5Y | +312.5% | +347.0% | -34.6% | +115.2% |
| All | +162.3% | +390.6% | -228.3% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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