+148.6%
CVE vs ETR
+378.9%
-230.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +5.9% | +1.2% | +4.8% | +5.5% |
| 30D | -10.9% | +7.0% | -17.9% | -13.3% |
| 3M | -4.5% | +4.6% | -9.1% | -6.4% |
| 6M | -1.0% | +0.1% | -1.1% | -1.6% |
| YTD | +74.7% | +23.2% | +51.6% | +59.5% |
| 1Y | +65.8% | +20.6% | +45.2% | +52.6% |
| 3Y | +73.2% | +156.3% | -83.1% | +13.2% |
| 5Y | +155.6% | +159.6% | -4.0% | +63.1% |
| All | +148.6% | +378.9% | -230.4% | +97.8% |
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