+66.0%
CVE vs ES
+1.8%
+64.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.7% |
| 7D | -16.1% | +1.9% | -18.0% | -16.1% |
| 30D | -10.4% | +7.1% | -17.4% | -10.5% |
| 3M | -2.4% | -1.9% | -0.4% | -2.0% |
| 6M | -4.4% | +4.4% | -8.8% | -5.1% |
| YTD | +64.9% | +7.3% | +57.6% | +60.9% |
| 1Y | +66.0% | +2.1% | +63.9% | +63.1% |
| All | +66.0% | +1.8% | +64.2% | +63.1% |
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