+57.1%
CVE vs RL
+22.3%
+34.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | +1.7% |
| 7D | -10.1% | +0.2% | -10.3% | -9.8% |
| 30D | -12.1% | +7.3% | -19.4% | -10.6% |
| 3M | -1.9% | +1.0% | -2.9% | -1.1% |
| 6M | -1.8% | +11.8% | -13.6% | +1.1% |
| YTD | +65.8% | +13.6% | +52.2% | +69.8% |
| All | +57.1% | +22.3% | +34.8% | +60.1% |
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 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