+134.5%
CVE vs IRM
+456.9%
-322.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -1.0% |
| 7D | -16.1% | -8.6% | -7.5% | -13.1% |
| 30D | -10.4% | -8.0% | -2.4% | -7.7% |
| 3M | -2.4% | -12.0% | +9.6% | +2.2% |
| 6M | -4.4% | -18.2% | +13.7% | +2.5% |
| YTD | +64.9% | +31.4% | +33.6% | +40.5% |
| 1Y | +66.0% | +9.2% | +56.9% | +53.6% |
| 3Y | +57.7% | +94.6% | -36.9% | +2.7% |
| 5Y | +144.7% | +170.2% | -25.4% | +29.0% |
| All | +134.5% | +456.9% | -322.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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