+724.8%
ECL vs CVE
+67.4%
+657.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.6% | +11.0% | +4.6% |
| 7D | +7.7% | -12.1% | +19.8% | +9.7% |
| 30D | +13.7% | -9.8% | +23.5% | +15.2% |
| 3M | +11.6% | -0.7% | +12.3% | +11.1% |
| 6M | +23.9% | -4.3% | +28.2% | +23.5% |
| YTD | +21.0% | +70.6% | -49.6% | +8.8% |
| 1Y | +23.1% | +73.2% | -50.0% | +10.3% |
| 3Y | +85.9% | +60.3% | +25.6% | +64.9% |
| 5Y | +46.1% | +159.3% | -113.2% | +13.9% |
| 10Y | +217.1% | +147.4% | +69.6% | +110.4% |
| All | +724.8% | +67.4% | +657.5% | +483.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling