+135.5%
CVE vs RL
+226.8%
-91.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -16.1% | -4.2% | -12.0% | -15.5% |
| 30D | -10.4% | +4.3% | -14.7% | -11.5% |
| 3M | -2.4% | -4.6% | +2.2% | -1.7% |
| 6M | -4.4% | +1.7% | -6.1% | -6.3% |
| YTD | +64.9% | +7.3% | +57.6% | +57.5% |
| 1Y | +66.0% | +20.8% | +45.2% | +52.2% |
| 3Y | +57.7% | +247.0% | -189.3% | -0.5% |
| All | +135.5% | +226.8% | -91.3% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling