+1,533.3%
LITE vs CVE
+136.7%
+1,396.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.6% |
| 7D | -12.9% | -10.1% | -2.8% | -10.7% |
| 30D | -46.0% | -12.1% | -33.9% | -44.2% |
| 3M | -33.0% | -1.9% | -31.2% | -32.8% |
| 6M | -34.0% | -1.8% | -32.2% | -33.8% |
| YTD | +61.7% | +65.8% | -4.0% | +45.0% |
| 1Y | +148.3% | +60.8% | +87.4% | +123.8% |
| 3Y | +1,408.5% | +70.1% | +1,338.4% | +1,226.7% |
| 5Y | +546.2% | +134.8% | +411.4% | +420.9% |
| 10Y | +1,533.3% | +130.1% | +1,403.2% | +1,097.0% |
| All | +1,533.3% | +136.7% | +1,396.6% | +1,097.0% |
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