+134.5%
CVE vs ET
+209.4%
-74.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -16.1% | -7.9% | -8.3% | -9.8% |
| 30D | -10.4% | -5.9% | -4.4% | -5.4% |
| 3M | -2.4% | -5.2% | +2.9% | +2.4% |
| 6M | -4.4% | +0.3% | -4.7% | -4.3% |
| YTD | +64.9% | +23.1% | +41.9% | +39.1% |
| 1Y | +66.0% | +22.7% | +43.3% | +40.4% |
| 3Y | +57.7% | +75.4% | -17.7% | -2.9% |
| 5Y | +144.7% | +202.6% | -57.9% | -3.2% |
| All | +134.5% | +209.4% | -74.9% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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