+21.7%
CVE vs ESI
+177.3%
-155.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.0% | +5.3% | +0.4% |
| 7D | -14.1% | -13.1% | -1.0% | -9.3% |
| 30D | -11.6% | -18.5% | +6.9% | -4.6% |
| 3M | 0.0% | -19.6% | +19.6% | +7.8% |
| 6M | -8.4% | -29.8% | +21.4% | +1.8% |
| YTD | +65.9% | +23.9% | +42.0% | +41.8% |
| 1Y | +69.4% | +15.0% | +54.4% | +48.8% |
| 3Y | +55.9% | +64.3% | -8.4% | +14.0% |
| 5Y | +146.2% | +26.3% | +119.8% | +95.4% |
| 10Y | +140.6% | +321.7% | -181.1% | +17.8% |
| All | +21.7% | +177.3% | -155.6% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling