+89.9%
CVE vs IBB
+738.7%
-648.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | +2.5% | +1.4% | +1.1% | +1.7% |
| 30D | +16.7% | +10.5% | +6.2% | +10.2% |
| 3M | +9.3% | +23.6% | -14.4% | -3.5% |
| 6M | +43.6% | +22.6% | +21.0% | +26.0% |
| YTD | +93.6% | +25.7% | +67.9% | +67.2% |
| 1Y | +98.8% | +51.4% | +47.4% | +53.7% |
| 3Y | +73.6% | +64.4% | +9.2% | +25.8% |
| 5Y | +312.5% | +22.1% | +290.3% | +248.8% |
| 10Y | +161.0% | +132.5% | +28.6% | +53.0% |
| All | +89.9% | +738.7% | -648.8% | -67.4% |
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