+146.2%
CVE vs ED
+86.8%
+59.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -2.8% |
| 7D | -14.1% | +5.2% | -19.2% | -14.3% |
| 30D | -11.6% | +15.5% | -27.1% | -12.5% |
| 3M | 0.0% | +13.0% | -13.0% | -0.8% |
| 6M | -8.4% | +13.1% | -21.5% | -9.2% |
| YTD | +65.9% | +25.3% | +40.6% | +62.9% |
| 1Y | +69.4% | +30.5% | +38.9% | +65.9% |
| 3Y | +55.9% | +49.3% | +6.6% | +45.8% |
| 5Y | +146.2% | +84.6% | +61.6% | +121.2% |
| All | +146.2% | +86.8% | +59.4% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling