+68.7%
CVE vs IRE
-98.0%
+166.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -33.9% | +31.2% | -2.1% |
| 7D | -14.1% | -57.1% | +43.1% | -13.0% |
| 30D | -11.6% | -84.4% | +72.8% | -9.4% |
| 3M | 0.0% | -85.0% | +85.0% | +2.2% |
| 6M | -8.4% | -95.2% | +86.9% | -5.6% |
| YTD | +65.9% | -93.9% | +159.8% | +67.8% |
| 1Y | +69.4% | -98.8% | +168.2% | +71.3% |
| All | +68.7% | -98.0% | +166.7% | +71.4% |
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