+148.6%
CVE vs EL
+62.2%
+86.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.3% |
| 7D | +5.9% | +1.5% | +4.4% | +5.4% |
| 30D | -10.9% | +10.0% | -20.9% | -13.7% |
| 3M | -4.5% | +28.4% | -32.9% | -12.7% |
| 6M | -1.0% | +37.1% | -38.0% | -12.4% |
| YTD | +74.7% | +7.8% | +66.9% | +63.6% |
| 1Y | +65.8% | +26.0% | +39.8% | +46.1% |
| 3Y | +73.2% | +3.8% | +69.4% | +48.9% |
| 5Y | +155.6% | -65.2% | +220.8% | +264.4% |
| All | +148.6% | +62.2% | +86.4% | +81.9% |
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