+134.8%
CVE vs LEN
-2.5%
+137.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.2% |
| 7D | -10.1% | +0.6% | -10.7% | -10.2% |
| 30D | -12.1% | +19.4% | -31.5% | -13.8% |
| 3M | -1.9% | +4.5% | -6.4% | -2.5% |
| 6M | -1.8% | +4.9% | -6.8% | -2.9% |
| YTD | +65.8% | -8.9% | +74.7% | +67.1% |
| 1Y | +60.8% | -23.0% | +83.8% | +66.7% |
| 3Y | +70.1% | -16.7% | +86.8% | +69.6% |
| 5Y | +134.8% | -4.5% | +139.2% | +117.5% |
| All | +134.8% | -2.5% | +137.3% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling