+54.0%
CVE vs ELF
+48.3%
+5.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -10.0% | +6.3% | -16.3% | -9.7% |
| 30D | -11.9% | +8.5% | -20.3% | -11.4% |
| 3M | -5.9% | +24.4% | -30.4% | -4.9% |
| 6M | -1.6% | +94.7% | -96.3% | +0.7% |
| YTD | +66.3% | +55.9% | +10.4% | +66.4% |
| All | +54.0% | +48.3% | +5.6% | +54.5% |
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