+609.5%
LITE vs CVE
+157.6%
+451.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -7.6% | -0.2% | -5.6% |
| 7D | -31.4% | -12.1% | -19.3% | -28.5% |
| 30D | -42.6% | -9.8% | -32.8% | -40.6% |
| 3M | -26.2% | -0.7% | -25.5% | -26.2% |
| 6M | -35.8% | -4.3% | -31.5% | -35.1% |
| YTD | +70.0% | +70.6% | -0.6% | +45.5% |
| 1Y | +232.7% | +73.2% | +159.6% | +183.2% |
| 3Y | +1,365.7% | +60.3% | +1,305.4% | +1,121.4% |
| 5Y | +609.5% | +159.3% | +450.2% | +466.8% |
| All | +609.5% | +157.6% | +451.8% | +466.8% |
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