+134.5%
CVE vs EAT
+378.4%
-243.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.2% |
| 7D | -16.1% | -2.6% | -13.5% | -15.7% |
| 30D | -10.4% | +11.5% | -21.9% | -13.6% |
| 3M | -2.4% | -9.1% | +6.7% | -1.1% |
| 6M | -4.4% | +40.4% | -44.8% | -15.5% |
| YTD | +64.9% | +43.9% | +21.0% | +42.4% |
| 1Y | +66.0% | +101.9% | -35.9% | +28.1% |
| 3Y | +57.7% | +489.9% | -432.2% | -19.7% |
| 5Y | +144.7% | +362.6% | -217.9% | +23.7% |
| All | +134.5% | +378.4% | -243.9% | -2.0% |
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