+135.8%
CVE vs LSCC
+1,155.2%
-1,019.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.6% | +5.8% | -0.6% |
| 7D | -14.1% | -4.8% | -9.2% | -13.4% |
| 30D | -11.6% | -27.1% | +15.5% | -5.1% |
| 3M | 0.0% | -23.6% | +23.6% | +5.4% |
| 6M | -8.4% | -19.8% | +11.4% | -7.0% |
| YTD | +65.9% | +33.2% | +32.7% | +42.7% |
| 1Y | +69.4% | +55.2% | +14.2% | +38.9% |
| 3Y | +55.9% | +70.1% | -14.2% | +15.2% |
| 5Y | +146.2% | +19.5% | +126.6% | +86.5% |
| All | +135.8% | +1,155.2% | -1,019.4% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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