+82.7%
LULU vs CVE
+149.3%
-66.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.0% |
| 7D | -4.6% | +5.9% | -10.6% | -5.5% |
| 30D | +12.3% | -10.9% | +23.1% | +13.9% |
| 3M | -11.6% | -4.5% | -7.1% | -11.4% |
| 6M | -12.8% | -1.0% | -11.9% | -13.5% |
| YTD | -49.2% | +74.7% | -123.9% | -54.6% |
| 1Y | -37.7% | +65.8% | -103.6% | -44.0% |
| 3Y | -74.7% | +73.2% | -147.8% | -77.7% |
| 5Y | -76.7% | +155.6% | -232.3% | -81.2% |
| All | +82.7% | +149.3% | -66.6% | +42.6% |
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