+134.5%
CVE vs ES
+85.7%
+48.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | 0.0% |
| 7D | -16.1% | +1.9% | -18.0% | -16.5% |
| 30D | -10.4% | +7.1% | -17.4% | -11.7% |
| 3M | -2.4% | -1.9% | -0.4% | -2.2% |
| 6M | -4.4% | +4.4% | -8.8% | -5.6% |
| YTD | +64.9% | +7.3% | +57.6% | +61.5% |
| 1Y | +66.0% | +2.1% | +63.9% | +63.9% |
| 3Y | +57.7% | +41.8% | +15.8% | +43.4% |
| 5Y | +144.7% | +1.4% | +143.3% | +137.9% |
| All | +134.5% | +85.7% | +48.8% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling