+62.8%
CVE vs ETR
+453.4%
-390.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.1% |
| 7D | -14.1% | +0.3% | -14.4% | -14.3% |
| 30D | -11.6% | +6.8% | -18.4% | -14.2% |
| 3M | 0.0% | +3.8% | -3.8% | -1.8% |
| 6M | -8.4% | -5.5% | -2.9% | -6.8% |
| YTD | +65.9% | +21.5% | +44.4% | +50.9% |
| 1Y | +69.4% | +17.4% | +52.0% | +56.4% |
| 3Y | +55.9% | +147.7% | -91.8% | -0.1% |
| 5Y | +146.2% | +152.0% | -5.9% | +53.2% |
| 10Y | +140.6% | +353.4% | -212.8% | +16.3% |
| All | +62.8% | +453.4% | -390.7% | -37.6% |
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