+58.6%
CVE vs ESI
+64.8%
-6.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.0% | +5.3% | -0.9% |
| 7D | -14.1% | -13.1% | -1.0% | -11.3% |
| 30D | -11.6% | -18.5% | +6.9% | -7.6% |
| 3M | 0.0% | -19.6% | +19.6% | +4.7% |
| 6M | -8.4% | -29.8% | +21.4% | -2.1% |
| YTD | +65.9% | +23.9% | +42.0% | +41.8% |
| 1Y | +69.4% | +15.0% | +54.4% | +48.8% |
| All | +58.6% | +64.8% | -6.2% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling