+98.8%
CVE vs LEN
-37.1%
+135.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.5% |
| 7D | +2.5% | -3.2% | +5.7% | +2.0% |
| 30D | +16.7% | -4.9% | +21.6% | +15.9% |
| 3M | +9.3% | -8.5% | +17.8% | +8.8% |
| 6M | +43.6% | -20.7% | +64.3% | +45.6% |
| YTD | +93.6% | -17.4% | +111.0% | +96.6% |
| 1Y | +98.8% | -38.2% | +137.0% | +99.2% |
| All | +98.8% | -37.1% | +135.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling