+270.0%
ELV vs CVE
+161.7%
+108.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.6% |
| 7D | +3.3% | +2.5% | +0.8% | +3.0% |
| 30D | +4.2% | +16.7% | -12.6% | +1.9% |
| 3M | -0.1% | +9.3% | -9.3% | -1.6% |
| 6M | +41.3% | +43.6% | -2.3% | +33.5% |
| YTD | +17.4% | +93.6% | -76.1% | +6.1% |
| 1Y | +35.1% | +98.8% | -63.7% | +21.2% |
| 3Y | -3.2% | +73.6% | -76.8% | -12.9% |
| 5Y | +15.6% | +312.5% | -296.9% | -12.6% |
| All | +270.0% | +161.7% | +108.3% | +143.0% |
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