+196.8%
ECL vs CVE
+136.1%
+60.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.8% | -16.1% | +15.4% | +1.2% |
| 30D | +8.1% | -10.4% | +18.5% | +9.3% |
| 3M | +6.4% | -2.4% | +8.7% | +6.3% |
| 6M | +14.8% | -4.4% | +19.2% | +14.5% |
| YTD | +15.5% | +64.9% | -49.5% | +6.5% |
| 1Y | +20.1% | +66.0% | -45.9% | +10.6% |
| 3Y | +77.8% | +57.7% | +20.1% | +61.8% |
| 5Y | +37.9% | +144.7% | -106.9% | +13.7% |
| All | +196.8% | +136.1% | +60.6% | +95.1% |
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