+1,721.9%
LITE vs CVE
+150.3%
+1,571.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -7.6% | -0.2% | -6.2% |
| 7D | -31.4% | -12.1% | -19.3% | -29.3% |
| 30D | -42.6% | -9.8% | -32.8% | -41.2% |
| 3M | -26.2% | -0.7% | -25.5% | -26.2% |
| 6M | -35.8% | -4.3% | -31.5% | -35.3% |
| YTD | +70.0% | +70.6% | -0.6% | +51.2% |
| 1Y | +232.7% | +73.2% | +159.6% | +194.7% |
| 3Y | +1,365.7% | +60.3% | +1,305.4% | +1,199.4% |
| 5Y | +609.5% | +159.3% | +450.2% | +460.0% |
| 10Y | +1,721.9% | +147.4% | +1,574.5% | +1,248.2% |
| All | +1,721.9% | +150.3% | +1,571.6% | +1,248.2% |
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