+135.5%
CVE vs ETR
+152.2%
-16.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -16.1% | +0.4% | -16.5% | -16.3% |
| 30D | -10.4% | +7.5% | -17.9% | -12.1% |
| 3M | -2.4% | +4.4% | -6.8% | -3.6% |
| 6M | -4.4% | -1.5% | -2.9% | -4.4% |
| YTD | +64.9% | +21.8% | +43.2% | +55.4% |
| 1Y | +66.0% | +18.4% | +47.6% | +57.6% |
| 3Y | +57.7% | +148.5% | -90.9% | +18.5% |
| All | +135.5% | +152.2% | -16.6% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling