+134.5%
CVE vs RL
+356.1%
-221.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | -16.1% | -4.2% | -12.0% | -15.0% |
| 30D | -10.4% | +4.3% | -14.7% | -12.4% |
| 3M | -2.4% | -4.6% | +2.2% | -1.4% |
| 6M | -4.4% | +1.7% | -6.1% | -7.7% |
| YTD | +64.9% | +7.3% | +57.6% | +53.0% |
| 1Y | +66.0% | +20.8% | +45.2% | +45.5% |
| 3Y | +57.7% | +247.0% | -189.3% | -19.7% |
| 5Y | +144.7% | +225.5% | -80.7% | +21.6% |
| All | +134.5% | +356.1% | -221.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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