+320.2%
CVE vs EL
-67.1%
+387.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.8% |
| 7D | +2.5% | +0.8% | +1.7% | +2.3% |
| 30D | +16.7% | +19.8% | -3.1% | +13.2% |
| 3M | +9.3% | +25.7% | -16.4% | +4.9% |
| 6M | +43.6% | +5.4% | +38.1% | +41.4% |
| YTD | +93.6% | +0.2% | +93.4% | +91.4% |
| 1Y | +98.8% | +20.4% | +78.3% | +88.2% |
| 3Y | +73.6% | -32.1% | +105.7% | +74.9% |
| All | +320.2% | -67.1% | +387.3% | +424.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling