+272.8%
ELV vs CVE
+136.7%
+136.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +1.1% | -10.1% | +11.2% | +2.5% |
| 30D | +1.3% | -12.1% | +13.5% | +2.9% |
| 3M | +6.6% | -1.9% | +8.4% | +6.5% |
| 6M | +11.6% | -1.8% | +13.4% | +11.1% |
| YTD | +21.1% | +65.8% | -44.7% | +11.4% |
| 1Y | +34.2% | +60.8% | -26.6% | +24.0% |
| 3Y | -2.9% | +70.1% | -73.1% | -12.7% |
| 5Y | +4.6% | +134.8% | -130.1% | -13.5% |
| 10Y | +272.8% | +130.1% | +142.7% | +145.1% |
| All | +272.8% | +136.7% | +136.2% | +145.1% |
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 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