+135.8%
CVE vs ES
+91.2%
+44.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.1% |
| 7D | -14.1% | +5.9% | -20.0% | -15.0% |
| 30D | -11.6% | +10.2% | -21.8% | -13.4% |
| 3M | 0.0% | +0.4% | -0.4% | -0.2% |
| 6M | -8.4% | +6.9% | -15.3% | -9.9% |
| YTD | +65.9% | +10.5% | +55.4% | +61.6% |
| 1Y | +69.4% | +3.2% | +66.2% | +67.0% |
| 3Y | +55.9% | +49.0% | +6.9% | +40.4% |
| 5Y | +146.2% | +4.5% | +141.7% | +138.0% |
| All | +135.8% | +91.2% | +44.6% | +143.0% |
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