-4.3%
CVE vs RL
+14.9%
-19.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.5% | -12.1% | -6.3% |
| 7D | -12.1% | +5.8% | -17.9% | -10.4% |
| 30D | -9.8% | +12.7% | -22.5% | -6.7% |
| 3M | -0.7% | +9.3% | -10.1% | +2.3% |
| 6M | -4.3% | +16.9% | -21.2% | -0.4% |
| All | -4.3% | +14.9% | -19.2% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling