+138.9%
CVE vs ELF
+357.7%
-218.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.2% |
| 7D | -14.1% | -2.7% | -11.3% | -13.7% |
| 30D | -11.6% | +6.9% | -18.5% | -12.7% |
| 3M | 0.0% | +27.2% | -27.1% | -4.3% |
| 6M | -8.4% | +84.9% | -93.3% | -18.6% |
| YTD | +65.9% | +44.5% | +21.4% | +51.8% |
| 1Y | +69.4% | -6.8% | +76.2% | +64.5% |
| 3Y | +55.9% | +14.2% | +41.7% | +29.4% |
| 5Y | +146.2% | +250.6% | -104.5% | +39.6% |
| 10Y | +140.6% | +318.0% | -177.4% | +7.0% |
| All | +138.9% | +357.7% | -218.8% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling