+62.8%
CVE vs LEN
+668.7%
-605.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.5% |
| 7D | -14.1% | +7.2% | -21.2% | -16.4% |
| 30D | -11.6% | +19.1% | -30.7% | -17.3% |
| 3M | 0.0% | +4.9% | -4.9% | -3.0% |
| 6M | -8.4% | +7.6% | -16.0% | -13.2% |
| YTD | +65.9% | -8.9% | +74.8% | +64.5% |
| 1Y | +69.4% | -22.7% | +92.1% | +77.3% |
| 3Y | +55.9% | -16.8% | +72.8% | +52.0% |
| 5Y | +146.2% | -1.4% | +147.5% | +114.1% |
| 10Y | +140.6% | +160.3% | -19.7% | +36.1% |
| All | +62.8% | +668.7% | -605.9% | -45.0% |
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 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