+98.8%
CVE vs ESI
+44.5%
+54.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -1.4% |
| 7D | +2.5% | +3.3% | -0.8% | +2.4% |
| 30D | +16.7% | -5.9% | +22.6% | +16.9% |
| 3M | +9.3% | -14.1% | +23.4% | +9.7% |
| 6M | +43.6% | +6.6% | +37.0% | +40.2% |
| YTD | +93.6% | +45.0% | +48.6% | +79.7% |
| 1Y | +98.8% | +41.5% | +57.3% | +87.6% |
| All | +98.8% | +44.5% | +54.2% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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