+134.8%
CVE vs IBN
+70.2%
+64.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.3% |
| 7D | -10.1% | +14.6% | -24.7% | -11.9% |
| 30D | -12.1% | +23.5% | -35.6% | -15.0% |
| 3M | -1.9% | +14.0% | -15.9% | -3.9% |
| 6M | -1.8% | +31.1% | -33.0% | -6.8% |
| YTD | +65.8% | +16.6% | +49.2% | +61.4% |
| 1Y | +60.8% | +14.9% | +45.9% | +57.2% |
| 3Y | +70.1% | +56.9% | +13.2% | +47.4% |
| 5Y | +134.8% | +69.7% | +65.1% | +103.6% |
| All | +134.8% | +70.2% | +64.5% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling