+67.4%
CVE vs LII
+1,026.4%
-959.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.6% | -11.2% | -8.9% |
| 7D | -12.1% | +7.9% | -20.0% | -14.6% |
| 30D | -9.8% | -0.6% | -9.2% | -10.4% |
| 3M | -0.7% | -19.3% | +18.6% | +5.9% |
| 6M | -4.3% | -29.8% | +25.5% | +4.1% |
| YTD | +70.6% | -25.4% | +96.0% | +78.7% |
| 1Y | +73.2% | -26.2% | +99.4% | +81.7% |
| 3Y | +60.3% | -4.5% | +64.8% | +43.6% |
| 5Y | +159.3% | +26.7% | +132.6% | +94.8% |
| 10Y | +147.4% | +179.5% | -32.0% | +20.5% |
| All | +67.4% | +1,026.4% | -959.0% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling