+134.5%
CVE vs ED
+129.3%
+5.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | -16.1% | +1.6% | -17.8% | -16.2% |
| 30D | -10.4% | +13.3% | -23.7% | -11.1% |
| 3M | -2.4% | +9.7% | -12.1% | -2.9% |
| 6M | -4.4% | +12.8% | -17.2% | -5.1% |
| YTD | +64.9% | +22.3% | +42.6% | +62.8% |
| 1Y | +66.0% | +26.3% | +39.7% | +63.6% |
| 3Y | +57.7% | +45.0% | +12.6% | +52.5% |
| 5Y | +144.7% | +80.2% | +64.5% | +133.7% |
| All | +134.5% | +129.3% | +5.2% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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