+73.2%
CVE vs ESI
+79.8%
-6.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -2.0% |
| 7D | +2.5% | +3.3% | -0.8% | +1.7% |
| 30D | +16.7% | -5.9% | +22.6% | +18.2% |
| 3M | +9.3% | -14.1% | +23.4% | +11.9% |
| 6M | +43.6% | +6.6% | +37.0% | +35.0% |
| YTD | +93.6% | +45.0% | +48.6% | +61.3% |
| 1Y | +98.8% | +41.5% | +57.3% | +66.0% |
| All | +73.2% | +79.8% | -6.6% | +34.1% |
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 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