+148.9%
CVE vs ETR
+158.0%
-9.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.6% |
| 3M | -4.3% | +5.7% | -10.1% | -5.8% |
| 6M | -1.5% | -0.3% | -1.2% | -1.7% |
| YTD | +70.7% | +23.4% | +47.4% | +60.3% |
| 1Y | +58.1% | +18.5% | +39.6% | +50.0% |
| 3Y | +69.8% | +155.6% | -85.7% | +26.2% |
| 5Y | +148.9% | +158.7% | -9.8% | +82.2% |
| All | +148.9% | +158.0% | -9.1% | +82.2% |
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