+58.6%
CVE vs EAT
+503.3%
-444.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.5% |
| 7D | -14.1% | -3.3% | -10.8% | -13.9% |
| 30D | -11.6% | +11.7% | -23.3% | -12.4% |
| 3M | 0.0% | -5.9% | +5.9% | +0.2% |
| 6M | -8.4% | +46.7% | -55.1% | -11.9% |
| YTD | +65.9% | +48.2% | +17.7% | +58.0% |
| 1Y | +69.4% | +105.4% | -36.0% | +53.0% |
| All | +58.6% | +503.3% | -444.7% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling