+135.5%
CVE vs ESI
+28.5%
+107.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | -16.1% | -8.5% | -7.6% | -14.0% |
| 30D | -10.4% | -15.7% | +5.3% | -6.2% |
| 3M | -2.4% | -18.2% | +15.9% | +2.7% |
| 6M | -4.4% | -28.8% | +24.4% | +3.2% |
| YTD | +64.9% | +26.3% | +38.7% | +40.8% |
| 1Y | +66.0% | +18.2% | +47.8% | +45.0% |
| 3Y | +57.7% | +68.1% | -10.5% | +15.0% |
| All | +135.5% | +28.5% | +107.1% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling