+99.3%
UL vs CVE
+136.7%
-37.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.3% | -10.1% | +10.3% | +0.7% |
| 30D | +7.0% | -12.1% | +19.1% | +7.5% |
| 3M | +5.8% | -1.9% | +7.7% | +5.7% |
| 6M | +16.1% | -1.8% | +18.0% | +15.9% |
| YTD | +4.5% | +65.8% | -61.3% | +1.2% |
| 1Y | -1.3% | +60.8% | -62.1% | -4.3% |
| 3Y | +35.0% | +70.1% | -35.2% | +29.5% |
| 5Y | +31.9% | +134.8% | -102.8% | +22.5% |
| 10Y | +99.3% | +130.1% | -30.8% | +65.0% |
| All | +99.3% | +136.7% | -37.4% | +65.0% |
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 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