+66.0%
CVE vs RL
+16.8%
+49.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.8% |
| 7D | -16.1% | -4.2% | -12.0% | -16.6% |
| 30D | -10.4% | +4.3% | -14.7% | -9.5% |
| 3M | -2.4% | -4.6% | +2.2% | -2.7% |
| 6M | -4.4% | +1.7% | -6.1% | -3.3% |
| YTD | +64.9% | +7.3% | +57.6% | +66.3% |
| 1Y | +66.0% | +20.8% | +45.2% | +65.3% |
| All | +66.0% | +16.8% | +49.3% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling