+901.5%
LITE vs CVE
+317.2%
+584.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.4% |
| 7D | -1.5% | +2.5% | -4.0% | -2.3% |
| 30D | +6.7% | +16.7% | -10.1% | +1.7% |
| 3M | -6.8% | +9.3% | -16.0% | -9.4% |
| 6M | +29.4% | +43.6% | -14.2% | +16.6% |
| YTD | +139.1% | +93.6% | +45.5% | +98.1% |
| 1Y | +521.0% | +98.8% | +422.2% | +409.7% |
| 3Y | +1,535.3% | +73.6% | +1,461.7% | +1,230.4% |
| All | +901.5% | +317.2% | +584.3% | +634.0% |
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 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