+320.2%
CVE vs ED
+67.1%
+253.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +16.7% | -0.1% | +16.9% | +16.7% |
| 3M | +9.3% | +3.9% | +5.3% | +8.9% |
| 6M | +43.6% | -3.0% | +46.6% | +43.9% |
| YTD | +93.6% | +10.7% | +82.9% | +91.9% |
| 1Y | +98.8% | +13.3% | +85.4% | +96.6% |
| 3Y | +73.6% | +34.5% | +39.1% | +63.5% |
| All | +320.2% | +67.1% | +253.1% | +302.4% |
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