+148.6%
CVE vs LEN
+136.9%
+11.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +5.9% | -5.8% | +11.7% | +7.7% |
| 30D | -10.9% | +13.7% | -24.6% | -15.3% |
| 3M | -4.5% | -3.9% | -0.6% | -4.8% |
| 6M | -1.0% | -0.4% | -0.6% | -3.7% |
| YTD | +74.7% | -16.8% | +91.6% | +78.4% |
| 1Y | +65.8% | -29.5% | +95.3% | +78.8% |
| 3Y | +73.2% | -25.6% | +98.8% | +74.0% |
| 5Y | +155.6% | -13.2% | +168.8% | +129.6% |
| All | +148.6% | +136.9% | +11.6% | +66.0% |
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