+178.8%
CVE vs ELF
+357.0%
-178.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.7% |
| 7D | +2.5% | +5.4% | -2.8% | +1.6% |
| 30D | +16.7% | +27.0% | -10.2% | +12.0% |
| 3M | +9.3% | +113.2% | -103.9% | -4.6% |
| 6M | +43.6% | +36.6% | +7.0% | +34.1% |
| YTD | +93.6% | +44.2% | +49.4% | +77.6% |
| 1Y | +98.8% | -18.0% | +116.7% | +97.6% |
| 3Y | +73.6% | -19.9% | +93.5% | +56.6% |
| 5Y | +312.5% | +257.7% | +54.8% | +132.6% |
| All | +178.8% | +357.0% | -178.2% | +24.6% |
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