+2,331.0%
LITE vs CVE
+159.5%
+2,171.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.3% |
| 7D | -1.5% | +2.5% | -4.0% | -2.1% |
| 30D | +6.7% | +16.7% | -10.1% | +2.9% |
| 3M | -6.8% | +9.3% | -16.0% | -8.8% |
| 6M | +29.4% | +43.6% | -14.2% | +19.4% |
| YTD | +139.1% | +93.6% | +45.5% | +106.6% |
| 1Y | +521.0% | +98.8% | +422.2% | +432.9% |
| 3Y | +1,535.3% | +73.6% | +1,461.7% | +1,319.1% |
| 5Y | +889.8% | +312.5% | +577.4% | +610.7% |
| All | +2,331.0% | +159.5% | +2,171.6% | +1,617.5% |
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 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