+67.4%
CVE vs IBN
+413.0%
-345.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.8% | -11.4% | -9.1% |
| 7D | -12.1% | +8.9% | -21.0% | -15.2% |
| 30D | -9.8% | +12.6% | -22.4% | -14.3% |
| 3M | -0.7% | +3.1% | -3.8% | -2.5% |
| 6M | -4.3% | +20.6% | -24.9% | -12.5% |
| YTD | +70.6% | +5.8% | +64.8% | +63.1% |
| 1Y | +73.2% | +3.7% | +69.5% | +67.0% |
| 3Y | +60.3% | +40.3% | +20.0% | +32.7% |
| 5Y | +159.3% | +58.0% | +101.3% | +100.3% |
| 10Y | +147.4% | +347.9% | -200.4% | +21.0% |
| All | +67.4% | +413.0% | -345.7% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling