+58.6%
CVE vs ED
+48.1%
+10.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -2.6% |
| 7D | -14.1% | +5.2% | -19.2% | -13.6% |
| 30D | -11.6% | +15.5% | -27.1% | -10.5% |
| 3M | 0.0% | +13.0% | -13.0% | +1.2% |
| 6M | -8.4% | +13.1% | -21.5% | -7.2% |
| YTD | +65.9% | +25.3% | +40.6% | +69.8% |
| 1Y | +69.4% | +30.5% | +38.9% | +74.5% |
| All | +58.6% | +48.1% | +10.5% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling