+197.7%
ECL vs CVE
+136.7%
+61.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | -0.5% | -10.1% | +9.5% | +0.7% |
| 30D | +8.8% | -12.1% | +20.9% | +10.3% |
| 3M | +7.8% | -1.9% | +9.7% | +7.7% |
| 6M | +21.3% | -1.8% | +23.2% | +20.6% |
| YTD | +17.8% | +65.8% | -48.0% | +8.6% |
| 1Y | +21.1% | +60.8% | -39.8% | +12.0% |
| 3Y | +80.1% | +70.1% | +10.0% | +62.2% |
| 5Y | +40.5% | +134.8% | -94.3% | +16.7% |
| 10Y | +197.7% | +130.1% | +67.7% | +95.6% |
| All | +197.7% | +136.7% | +61.1% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling