+89.9%
CVE vs ES
+433.7%
-343.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +16.7% | -2.0% | +18.7% | +17.3% |
| 3M | +9.3% | +1.7% | +7.6% | +8.3% |
| 6M | +43.6% | -3.5% | +47.1% | +44.3% |
| YTD | +93.6% | +7.9% | +85.7% | +87.7% |
| 1Y | +98.8% | +17.2% | +81.6% | +86.4% |
| 3Y | +73.6% | +29.3% | +44.3% | +54.5% |
| 5Y | +312.5% | -5.7% | +318.2% | +305.4% |
| 10Y | +161.0% | +85.2% | +75.8% | +76.8% |
| All | +89.9% | +433.7% | -343.8% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling