+40.2%
ECL vs CVE
+148.3%
-108.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.8% |
| 7D | +1.7% | -14.1% | +15.7% | +2.1% |
| 30D | +8.9% | -11.6% | +20.5% | +9.2% |
| 3M | +7.4% | 0.0% | +7.4% | +7.2% |
| 6M | +19.3% | -8.4% | +27.7% | +19.4% |
| YTD | +17.4% | +65.9% | -48.5% | +12.6% |
| 1Y | +19.4% | +69.4% | -50.0% | +14.2% |
| 3Y | +80.5% | +55.9% | +24.6% | +71.0% |
| 5Y | +40.2% | +146.2% | -105.9% | +24.2% |
| All | +40.2% | +148.3% | -108.1% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling