+143.5%
CVE vs EL
+63.7%
+79.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +3.0% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -10.8% | +12.3% | -23.1% | -14.2% |
| 3M | -4.3% | +28.4% | -32.7% | -12.5% |
| 6M | -1.5% | +36.7% | -38.2% | -12.7% |
| YTD | +70.7% | +8.4% | +62.3% | +59.6% |
| 1Y | +58.1% | +25.4% | +32.7% | +39.6% |
| 3Y | +69.8% | +3.4% | +66.4% | +46.4% |
| 5Y | +148.9% | -64.8% | +213.7% | +252.8% |
| 10Y | +143.5% | +63.0% | +80.6% | +76.8% |
| All | +143.5% | +63.7% | +79.9% | +76.8% |
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