+1.1%
UL vs CVE
+73.4%
-72.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.6% | +10.9% | +2.3% |
| 7D | +4.7% | -12.1% | +16.7% | +3.2% |
| 30D | +11.6% | -9.8% | +21.4% | +10.3% |
| 3M | +5.3% | -0.7% | +6.0% | +5.1% |
| 6M | +16.0% | -4.3% | +20.4% | +15.7% |
| YTD | +5.0% | +70.6% | -65.6% | -1.6% |
| 1Y | +1.1% | +73.2% | -72.0% | -4.3% |
| All | +1.1% | +73.4% | -72.2% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling