+146.9%
CVE vs EAT
+319.3%
-172.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.1% |
| 7D | +4.6% | -7.1% | +11.7% | +6.7% |
| 30D | -12.0% | -2.3% | -9.7% | -12.1% |
| 3M | -3.8% | -19.6% | +15.8% | +1.0% |
| 6M | -2.7% | +46.0% | -48.8% | -14.9% |
| YTD | +73.6% | +37.7% | +35.9% | +51.6% |
| 1Y | +62.0% | +73.8% | -11.8% | +30.8% |
| 3Y | +72.7% | +482.1% | -409.3% | -12.0% |
| 5Y | +153.9% | +362.5% | -208.5% | +27.6% |
| All | +146.9% | +319.3% | -172.3% | +5.0% |
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