+80.8%
ECL vs CVE
+54.6%
+26.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -3.0% |
| 7D | +1.7% | -14.1% | +15.7% | +1.0% |
| 30D | +8.9% | -11.6% | +20.5% | +8.3% |
| 3M | +7.4% | 0.0% | +7.4% | +7.2% |
| 6M | +19.3% | -8.4% | +27.7% | +19.2% |
| YTD | +17.4% | +65.9% | -48.5% | +15.1% |
| 1Y | +19.4% | +69.4% | -50.0% | +16.9% |
| All | +80.8% | +54.6% | +26.2% | +71.9% |
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