+69.4%
CVE vs ES
+1.7%
+67.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.7% |
| 7D | -14.1% | +5.9% | -20.0% | -14.0% |
| 30D | -11.6% | +10.2% | -21.8% | -11.6% |
| 3M | 0.0% | +0.4% | -0.4% | +0.5% |
| 6M | -8.4% | +6.9% | -15.3% | -8.9% |
| YTD | +65.9% | +10.5% | +55.4% | +62.1% |
| 1Y | +69.4% | +3.2% | +66.2% | +67.2% |
| All | +69.4% | +1.7% | +67.7% | +67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling