+162.3%
CVE vs RL
+313.2%
-150.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -2.1% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | +16.7% | -7.8% | +24.5% | +20.4% |
| 3M | +9.3% | -4.0% | +13.3% | +9.7% |
| 6M | +43.6% | -1.9% | +45.5% | +39.8% |
| YTD | +93.6% | -0.2% | +93.8% | +86.3% |
| 1Y | +98.8% | +10.7% | +88.1% | +81.7% |
| 3Y | +73.6% | +210.8% | -137.2% | -6.6% |
| 5Y | +312.5% | +238.2% | +74.2% | +99.9% |
| All | +162.3% | +313.2% | -150.9% | +8.1% |
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