+62.8%
CVE vs RL
+510.6%
-447.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.6% | +0.1% |
| 7D | -14.1% | -4.7% | -9.4% | -12.7% |
| 30D | -11.6% | +3.6% | -15.2% | -13.3% |
| 3M | 0.0% | +0.5% | -0.5% | -1.1% |
| 6M | -8.4% | +6.6% | -15.0% | -13.2% |
| YTD | +65.9% | +8.8% | +57.1% | +53.5% |
| 1Y | +69.4% | +21.8% | +47.7% | +48.9% |
| 3Y | +55.9% | +245.8% | -189.9% | -16.9% |
| 5Y | +146.2% | +230.0% | -83.8% | +27.5% |
| 10Y | +140.6% | +369.4% | -228.8% | +2.1% |
| All | +62.8% | +510.6% | -447.8% | -44.1% |
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 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