-4.3%
CVE vs LSCC
-12.1%
+7.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.3% | -8.9% | -7.6% |
| 7D | -12.1% | +3.0% | -15.0% | -11.9% |
| 30D | -9.8% | -19.3% | +9.5% | -9.7% |
| 3M | -0.7% | -22.3% | +21.6% | -0.3% |
| 6M | -4.3% | -14.6% | +10.3% | +0.3% |
| All | -4.3% | -12.1% | +7.8% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling