+57.7%
CVE vs ETR
+146.5%
-88.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -16.1% | +0.4% | -16.5% | -16.2% |
| 30D | -10.4% | +7.5% | -17.9% | -11.4% |
| 3M | -2.4% | +4.4% | -6.8% | -3.1% |
| 6M | -4.4% | -1.5% | -2.9% | -4.3% |
| YTD | +64.9% | +21.8% | +43.2% | +58.7% |
| 1Y | +66.0% | +18.4% | +47.6% | +60.4% |
| 3Y | +57.7% | +148.5% | -90.9% | +35.1% |
| All | +57.7% | +146.5% | -88.9% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling