+134.5%
CVE vs LEN
+148.4%
-13.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.4% |
| 7D | -16.1% | +2.1% | -18.2% | -17.1% |
| 30D | -10.4% | +16.6% | -26.9% | -15.3% |
| 3M | -2.4% | +5.3% | -7.7% | -5.3% |
| 6M | -4.4% | -0.8% | -3.7% | -6.7% |
| YTD | +64.9% | -11.7% | +76.7% | +65.6% |
| 1Y | +66.0% | -24.6% | +90.6% | +75.6% |
| 3Y | +57.7% | -18.7% | +76.3% | +53.9% |
| 5Y | +144.7% | -4.4% | +149.2% | +112.5% |
| All | +134.5% | +148.4% | -13.9% | +55.6% |
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