+66.0%
CVE vs ELF
+29.9%
+36.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -0.3% |
| 7D | -16.1% | +4.0% | -20.1% | -15.9% |
| 30D | -10.4% | +10.6% | -21.0% | -9.9% |
| 3M | -2.4% | +25.8% | -28.2% | -1.3% |
| 6M | -4.4% | +89.1% | -93.5% | -2.4% |
| YTD | +64.9% | +52.7% | +12.2% | +66.3% |
| 1Y | +66.0% | +51.7% | +14.3% | +67.3% |
| All | +66.0% | +29.9% | +36.2% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling