+89.9%
CVE vs ETR
+438.2%
-348.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +2.5% | +1.4% | +1.1% | +1.9% |
| 30D | +16.7% | +1.0% | +15.7% | +16.2% |
| 3M | +9.3% | -1.3% | +10.5% | +9.5% |
| 6M | +43.6% | +1.9% | +41.7% | +41.3% |
| YTD | +93.6% | +18.2% | +75.4% | +78.6% |
| 1Y | +98.8% | +24.7% | +74.1% | +79.0% |
| 3Y | +73.6% | +150.7% | -77.1% | +10.4% |
| 5Y | +312.5% | +127.0% | +185.4% | +169.8% |
| 10Y | +161.0% | +295.5% | -134.4% | +35.5% |
| All | +89.9% | +438.2% | -348.3% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling