+134.5%
CVE vs LII
+162.0%
-27.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -16.1% | -0.6% | -15.5% | -16.1% |
| 30D | -10.4% | -4.6% | -5.8% | -9.9% |
| 3M | -2.4% | -21.2% | +18.9% | +3.3% |
| 6M | -4.4% | -36.4% | +32.0% | +5.3% |
| YTD | +64.9% | -28.9% | +93.9% | +72.9% |
| 1Y | +66.0% | -29.5% | +95.6% | +74.2% |
| 3Y | +57.7% | -8.6% | +66.2% | +43.6% |
| 5Y | +144.7% | +20.2% | +124.5% | +92.9% |
| All | +134.5% | +162.0% | -27.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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