+73.2%
CVE vs LEN
-21.9%
+95.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.1% | -14.7% | -6.3% |
| 7D | -12.1% | +10.5% | -22.6% | -10.4% |
| 30D | -9.8% | +24.6% | -34.4% | -6.4% |
| 3M | -0.7% | +6.6% | -7.3% | +1.1% |
| 6M | -4.3% | +10.6% | -15.0% | -2.1% |
| YTD | +70.6% | -8.3% | +78.9% | +78.1% |
| 1Y | +73.2% | -22.5% | +95.7% | +84.9% |
| All | +73.2% | -21.9% | +95.0% | +84.9% |
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