+67.7%
CVE vs IRE
-97.2%
+165.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +39.6% | -40.2% | -1.3% |
| 7D | -16.1% | -27.2% | +11.0% | -15.9% |
| 30D | -10.4% | -75.1% | +64.7% | -9.0% |
| 3M | -2.4% | -77.9% | +75.5% | -1.0% |
| 6M | -4.4% | -94.6% | +90.2% | -1.7% |
| YTD | +64.9% | -91.5% | +156.5% | +65.7% |
| 1Y | +66.0% | -97.8% | +163.9% | +66.9% |
| All | +67.7% | -97.2% | +165.0% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling