+130.1%
CVE vs LEN
+166.0%
-35.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.5% |
| 7D | -10.1% | +0.6% | -10.7% | -10.5% |
| 30D | -12.1% | +19.4% | -31.5% | -17.6% |
| 3M | -1.9% | +4.5% | -6.4% | -4.5% |
| 6M | -1.8% | +4.9% | -6.8% | -5.8% |
| YTD | +65.8% | -8.9% | +74.7% | +64.8% |
| 1Y | +60.8% | -23.0% | +83.8% | +69.1% |
| 3Y | +70.1% | -16.7% | +86.8% | +65.1% |
| 5Y | +134.8% | -4.5% | +139.2% | +104.9% |
| 10Y | +130.1% | +162.2% | -32.1% | +53.0% |
| All | +130.1% | +166.0% | -35.9% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling