+1,321.8%
LITE vs CVE
+137.5%
+1,184.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.7% | -15.9% | -18.1% |
| 7D | -44.6% | -14.1% | -30.5% | -42.5% |
| 30D | -55.0% | -11.6% | -43.4% | -53.7% |
| 3M | -38.3% | 0.0% | -38.4% | -38.3% |
| 6M | -48.8% | -8.4% | -40.4% | -47.8% |
| YTD | +38.3% | +65.9% | -27.6% | +23.9% |
| 1Y | +119.0% | +69.4% | +49.6% | +95.3% |
| 3Y | +1,092.0% | +55.9% | +1,036.1% | +964.8% |
| 5Y | +446.1% | +146.2% | +299.9% | +336.3% |
| All | +1,321.8% | +137.5% | +1,184.2% | +948.4% |
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