+159.3%
CVE vs ES
+2.3%
+157.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.1% | -9.7% | -8.0% |
| 7D | -12.1% | +5.3% | -17.4% | -12.9% |
| 30D | -9.8% | +8.9% | -18.7% | -11.2% |
| 3M | -0.7% | -1.9% | +1.2% | -0.5% |
| 6M | -4.3% | +3.9% | -8.2% | -5.4% |
| YTD | +70.6% | +8.3% | +62.3% | +66.8% |
| 1Y | +73.2% | -0.1% | +73.3% | +71.8% |
| 3Y | +60.3% | +46.0% | +14.3% | +43.7% |
| 5Y | +159.3% | +3.1% | +156.2% | +154.0% |
| All | +159.3% | +2.3% | +157.0% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling