+58.2%
ECL vs CVE
+72.1%
-13.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -2.6% | +2.5% | -5.1% | -2.5% |
| 30D | -2.2% | +16.7% | -18.9% | -1.7% |
| 3M | +10.1% | +9.3% | +0.8% | +10.7% |
| 6M | -5.7% | +43.6% | -49.3% | -5.7% |
| YTD | +7.0% | +93.6% | -86.6% | +6.0% |
| 1Y | +2.7% | +98.8% | -96.1% | +1.6% |
| All | +58.2% | +72.1% | -13.8% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling