+109.7%
UL vs CVE
+149.3%
-39.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.1% | +5.9% | -4.8% | +0.9% |
| 30D | +4.5% | -10.9% | +15.4% | +5.0% |
| 3M | +6.5% | -4.5% | +11.0% | +6.6% |
| 6M | +18.2% | -1.0% | +19.1% | +17.9% |
| YTD | +4.7% | +74.7% | -70.1% | +1.1% |
| 1Y | +0.8% | +65.8% | -65.1% | -2.4% |
| 3Y | +35.9% | +73.2% | -37.3% | +30.4% |
| 5Y | +33.4% | +155.6% | -122.2% | +23.4% |
| All | +109.7% | +149.3% | -39.5% | +72.6% |
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