+197.5%
ECL vs CVE
+147.6%
+49.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -0.5% | +4.6% | -5.1% | -1.0% |
| 30D | +6.6% | -12.0% | +18.6% | +8.0% |
| 3M | +9.6% | -3.8% | +13.4% | +9.8% |
| 6M | +21.6% | -2.7% | +24.3% | +21.1% |
| YTD | +16.9% | +73.6% | -56.7% | +7.2% |
| 1Y | +17.9% | +62.0% | -44.1% | +9.0% |
| 3Y | +76.5% | +72.7% | +3.8% | +58.8% |
| 5Y | +36.6% | +153.9% | -117.3% | +12.3% |
| All | +197.5% | +147.6% | +49.9% | +94.8% |
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