+36.0%
UL vs CVE
+53.7%
-17.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.6% |
| 7D | +1.1% | -16.1% | +17.3% | +0.2% |
| 30D | +8.2% | -10.4% | +18.6% | +7.6% |
| 3M | +4.5% | -2.4% | +6.9% | +4.3% |
| 6M | +12.6% | -4.4% | +17.0% | +12.3% |
| YTD | +3.5% | +64.9% | -61.4% | +3.7% |
| 1Y | -0.4% | +66.0% | -66.5% | -0.2% |
| 3Y | +36.0% | +57.7% | -21.7% | +32.6% |
| All | +36.0% | +53.7% | -17.7% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling