+146.9%
CVE vs EL
+60.4%
+86.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | +4.6% | +2.7% | +2.0% | +3.8% |
| 30D | -12.0% | +10.8% | -22.8% | -15.0% |
| 3M | -3.8% | +26.5% | -30.3% | -11.6% |
| 6M | -2.7% | +31.1% | -33.9% | -12.7% |
| YTD | +73.6% | +6.6% | +67.0% | +63.1% |
| 1Y | +62.0% | +21.8% | +40.2% | +44.4% |
| 3Y | +72.7% | +1.8% | +71.0% | +49.6% |
| 5Y | +153.9% | -65.6% | +219.5% | +263.2% |
| All | +146.9% | +60.4% | +86.6% | +81.3% |
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