+62.8%
CVE vs IBB
+731.1%
-668.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.0% | +2.3% | -0.1% |
| 7D | -14.1% | -3.6% | -10.5% | -12.5% |
| 30D | -11.6% | +3.4% | -15.0% | -13.6% |
| 3M | 0.0% | +9.5% | -9.4% | -5.8% |
| 6M | -8.4% | +23.3% | -31.7% | -19.9% |
| YTD | +65.9% | +24.5% | +41.4% | +43.0% |
| 1Y | +69.4% | +32.9% | +36.5% | +40.6% |
| 3Y | +55.9% | +76.6% | -20.6% | +7.7% |
| 5Y | +146.2% | +35.5% | +110.7% | +93.8% |
| 10Y | +140.6% | +156.7% | -16.1% | +33.3% |
| All | +62.8% | +731.1% | -668.4% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 all: compounded portfolio wealth divided by compounded IBB 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…
all analysis · Full analysis span regression · 6 months rolling