+320.2%
CVE vs ELF
+259.0%
+61.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | +2.5% | +5.4% | -2.8% | +2.2% |
| 30D | +16.7% | +27.0% | -10.2% | +15.3% |
| 3M | +9.3% | +113.2% | -103.9% | +4.5% |
| 6M | +43.6% | +36.6% | +7.0% | +40.9% |
| YTD | +93.6% | +44.2% | +49.4% | +88.6% |
| 1Y | +98.8% | -18.0% | +116.7% | +99.7% |
| 3Y | +73.6% | -19.9% | +93.5% | +65.3% |
| All | +320.2% | +259.0% | +61.2% | +231.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling