+57.7%
CVE vs LTH
+268.4%
-210.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -16.1% | +4.5% | -20.6% | -16.2% |
| 30D | -10.4% | +16.3% | -26.7% | -10.7% |
| 3M | -2.4% | +8.4% | -10.7% | -2.5% |
| 6M | -4.4% | +40.3% | -44.7% | -5.7% |
| YTD | +64.9% | +77.3% | -12.3% | +60.3% |
| 1Y | +66.0% | +88.0% | -21.9% | +60.6% |
| 3Y | +57.7% | +274.3% | -216.6% | +51.0% |
| All | +57.7% | +268.4% | -210.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 3y: compounded portfolio wealth divided by compounded LTH 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…
3y analysis · Full analysis span regression · 6 months rolling