+67.4%
CVE vs RL
+559.0%
-491.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.5% | -12.1% | -9.4% |
| 7D | -12.1% | +5.8% | -17.9% | -14.2% |
| 30D | -9.8% | +12.7% | -22.5% | -14.3% |
| 3M | -0.7% | +9.3% | -10.1% | -4.9% |
| 6M | -4.3% | +16.9% | -21.2% | -12.6% |
| YTD | +70.6% | +17.5% | +53.1% | +53.3% |
| 1Y | +73.2% | +34.6% | +38.5% | +46.3% |
| 3Y | +60.3% | +273.2% | -212.9% | -17.0% |
| 5Y | +159.3% | +265.2% | -105.9% | +28.9% |
| 10Y | +147.4% | +406.7% | -259.3% | +2.0% |
| All | +67.4% | +559.0% | -491.6% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling