+143.5%
CVE vs ETR
+374.5%
-230.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -10.8% | +7.7% | -18.5% | -13.5% |
| 3M | -4.3% | +5.7% | -10.1% | -6.6% |
| 6M | -1.5% | -0.3% | -1.2% | -1.9% |
| YTD | +70.7% | +23.4% | +47.4% | +55.7% |
| 1Y | +58.1% | +18.5% | +39.6% | +46.5% |
| 3Y | +69.8% | +155.6% | -85.7% | +11.2% |
| 5Y | +148.9% | +158.7% | -9.8% | +59.1% |
| 10Y | +143.5% | +377.8% | -234.2% | +96.6% |
| All | +143.5% | +374.5% | -230.9% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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