+23.1%
ECL vs CVE
+73.4%
-50.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.6% | +11.0% | +2.0% |
| 7D | +7.7% | -12.1% | +19.8% | +5.4% |
| 30D | +13.7% | -9.8% | +23.5% | +11.8% |
| 3M | +11.6% | -0.7% | +12.3% | +11.7% |
| 6M | +23.9% | -4.3% | +28.2% | +24.3% |
| YTD | +21.0% | +70.6% | -49.6% | +20.5% |
| 1Y | +23.1% | +73.2% | -50.0% | +24.2% |
| All | +23.1% | +73.4% | -50.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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