+89.9%
CVE vs LEN
+596.9%
-507.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +2.5% | -3.2% | +5.7% | +3.5% |
| 30D | +16.7% | -4.9% | +21.6% | +18.3% |
| 3M | +9.3% | -8.5% | +17.8% | +11.1% |
| 6M | +43.6% | -20.7% | +64.3% | +51.8% |
| YTD | +93.6% | -17.4% | +111.0% | +100.8% |
| 1Y | +98.8% | -38.2% | +137.0% | +126.5% |
| 3Y | +73.6% | -24.9% | +98.5% | +76.5% |
| 5Y | +312.5% | -11.4% | +323.9% | +276.3% |
| 10Y | +161.0% | +110.0% | +51.0% | +60.7% |
| All | +89.9% | +596.9% | -507.0% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling