+73.5%
CVE vs IRE
-97.0%
+170.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -23.2% | +15.6% | -7.2% |
| 7D | -12.1% | -46.8% | +34.8% | -11.4% |
| 30D | -9.8% | -75.5% | +65.7% | -8.2% |
| 3M | -0.7% | -79.4% | +78.7% | +1.0% |
| 6M | -4.3% | -91.3% | +87.0% | -2.6% |
| YTD | +70.6% | -90.8% | +161.4% | +71.4% |
| 1Y | +73.2% | -97.7% | +170.9% | +74.3% |
| All | +73.5% | -97.0% | +170.5% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling