+134.5%
CVE vs EL
+56.3%
+78.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.2% |
| 7D | -16.1% | +0.8% | -16.9% | -16.5% |
| 30D | -10.4% | +16.5% | -26.9% | -14.7% |
| 3M | -2.4% | +29.2% | -31.5% | -10.9% |
| 6M | -4.4% | +27.9% | -32.3% | -13.6% |
| YTD | +64.9% | +6.2% | +58.7% | +55.2% |
| 1Y | +66.0% | +27.2% | +38.9% | +45.6% |
| 3Y | +57.7% | +3.2% | +54.4% | +35.4% |
| 5Y | +144.7% | -66.0% | +210.7% | +252.5% |
| All | +134.5% | +56.3% | +78.2% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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