+6.4%
ELV vs CVE
+158.6%
-152.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.0% | +5.9% | -5.0% | +0.6% |
| 30D | +0.4% | -10.9% | +11.2% | +1.1% |
| 3M | +8.4% | -4.5% | +12.9% | +8.5% |
| 6M | +8.4% | -1.0% | +9.4% | +8.1% |
| YTD | +24.4% | +74.7% | -50.4% | +18.6% |
| 1Y | +33.5% | +65.8% | -32.3% | +27.8% |
| 3Y | -2.1% | +73.2% | -75.3% | -7.2% |
| All | +6.4% | +158.6% | -152.2% | -6.5% |
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