+295.6%
ELV vs CVE
+136.1%
+159.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +1.3% | -16.1% | +17.5% | +3.7% |
| 30D | +5.3% | -10.4% | +15.7% | +6.6% |
| 3M | +9.2% | -2.4% | +11.6% | +9.2% |
| 6M | +14.5% | -4.4% | +19.0% | +14.5% |
| YTD | +23.2% | +64.9% | -41.8% | +13.5% |
| 1Y | +38.0% | +66.0% | -28.0% | +26.9% |
| 3Y | -1.5% | +57.7% | -59.2% | -10.4% |
| 5Y | +8.5% | +144.7% | -136.2% | -11.0% |
| All | +295.6% | +136.1% | +159.4% | +162.3% |
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 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