+73.2%
CVE vs ELF
-19.9%
+93.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | +2.5% | +5.4% | -2.8% | +2.3% |
| 30D | +16.7% | +27.0% | -10.2% | +15.5% |
| 3M | +9.3% | +113.2% | -103.9% | +5.1% |
| 6M | +43.6% | +36.6% | +7.0% | +41.4% |
| YTD | +93.6% | +44.2% | +49.4% | +89.3% |
| 1Y | +98.8% | -18.0% | +116.7% | +100.3% |
| All | +73.2% | -19.9% | +93.0% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling