+130.1%
CVE vs ETR
+356.9%
-226.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -10.1% | +1.7% | -11.8% | -10.7% |
| 30D | -12.1% | +8.7% | -20.9% | -15.0% |
| 3M | -1.9% | +4.9% | -6.8% | -3.9% |
| 6M | -1.8% | +0.8% | -2.6% | -2.7% |
| YTD | +65.8% | +23.1% | +42.7% | +51.3% |
| 1Y | +60.8% | +17.9% | +43.0% | +49.3% |
| 3Y | +70.1% | +154.5% | -84.4% | +11.5% |
| 5Y | +134.8% | +160.3% | -25.5% | +49.5% |
| 10Y | +130.1% | +366.9% | -236.9% | +75.9% |
| All | +130.1% | +356.9% | -226.8% | +75.9% |
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