+96.8%
CVE vs IRE
-84.4%
+181.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +14.0% | -15.3% | -1.5% |
| 7D | +2.5% | +54.8% | -52.3% | +1.8% |
| 30D | +16.7% | +18.4% | -1.7% | +16.1% |
| 3M | +9.3% | -66.7% | +76.0% | +10.1% |
| 6M | +43.6% | -52.3% | +95.9% | +41.8% |
| YTD | +93.6% | -52.3% | +145.9% | +90.7% |
| All | +96.8% | -84.4% | +181.3% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling