+146.2%
CVE vs LII
+22.0%
+124.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.5% |
| 7D | -14.1% | +0.2% | -14.3% | -14.1% |
| 30D | -11.6% | -4.6% | -7.0% | -11.4% |
| 3M | 0.0% | -21.7% | +21.7% | +2.5% |
| 6M | -8.4% | -32.8% | +24.4% | -5.4% |
| YTD | +65.9% | -27.5% | +93.4% | +68.1% |
| 1Y | +69.4% | -28.0% | +97.4% | +71.7% |
| 3Y | +55.9% | -7.2% | +63.1% | +49.6% |
| 5Y | +146.2% | +22.6% | +123.6% | +122.3% |
| All | +146.2% | +22.0% | +124.2% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling