+134.5%
CVE vs IBN
+367.6%
-233.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -2.3% |
| 7D | -16.1% | +15.1% | -31.2% | -21.2% |
| 30D | -10.4% | +21.6% | -32.0% | -17.8% |
| 3M | -2.4% | +11.2% | -13.6% | -7.3% |
| 6M | -4.4% | +27.8% | -32.2% | -15.1% |
| YTD | +64.9% | +14.7% | +50.3% | +52.0% |
| 1Y | +66.0% | +14.4% | +51.6% | +53.3% |
| 3Y | +57.7% | +52.1% | +5.6% | +23.5% |
| 5Y | +144.7% | +70.7% | +74.0% | +77.4% |
| All | +134.5% | +367.6% | -233.2% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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