+146.9%
CVE vs ESI
+321.1%
-174.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.7% |
| 7D | +4.6% | +8.3% | -3.7% | +0.7% |
| 30D | -12.0% | -10.4% | -1.6% | -7.9% |
| 3M | -3.8% | -13.2% | +9.4% | +1.2% |
| 6M | -2.7% | -23.9% | +21.1% | +6.0% |
| YTD | +73.6% | +34.2% | +39.4% | +36.1% |
| 1Y | +62.0% | +22.2% | +39.8% | +32.8% |
| 3Y | +72.7% | +79.2% | -6.5% | +9.1% |
| 5Y | +153.9% | +38.1% | +115.8% | +78.7% |
| All | +146.9% | +321.1% | -174.1% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling