+137.2%
CVE vs ELF
+335.2%
-198.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -10.0% | +6.3% | -16.3% | -10.9% |
| 30D | -11.9% | +8.5% | -20.3% | -13.1% |
| 3M | -5.9% | +24.4% | -30.4% | -9.6% |
| 6M | -1.6% | +94.7% | -96.3% | -13.1% |
| YTD | +66.3% | +55.9% | +10.4% | +50.3% |
| 1Y | +57.5% | +48.4% | +9.1% | +43.5% |
| 3Y | +65.4% | +24.6% | +40.8% | +35.6% |
| 5Y | +144.2% | +285.0% | -140.9% | +36.2% |
| All | +137.2% | +335.2% | -198.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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