+34.3%
UL vs CVE
+148.3%
-114.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.2% |
| 7D | +5.5% | -14.1% | +19.6% | +5.5% |
| 30D | +11.4% | -11.6% | +23.0% | +11.3% |
| 3M | +6.0% | 0.0% | +5.9% | +5.8% |
| 6M | +18.0% | -8.4% | +26.4% | +17.9% |
| YTD | +6.2% | +65.9% | -59.7% | +4.4% |
| 1Y | +1.5% | +69.4% | -67.9% | -0.2% |
| 3Y | +39.8% | +55.9% | -16.1% | +37.0% |
| 5Y | +34.3% | +146.2% | -111.8% | +28.2% |
| All | +34.3% | +148.3% | -114.0% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling