+73.2%
CVE vs IRM
+112.1%
-38.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +5.9% | +6.8% | -0.8% | +4.6% |
| 30D | -10.9% | +2.6% | -13.5% | -11.5% |
| 3M | -4.5% | -9.5% | +5.0% | -2.8% |
| 6M | -1.0% | -8.5% | +7.5% | +0.3% |
| YTD | +74.7% | +40.3% | +34.5% | +57.6% |
| 1Y | +65.8% | +28.7% | +37.1% | +52.8% |
| 3Y | +73.2% | +111.8% | -38.6% | +31.6% |
| All | +73.2% | +112.1% | -38.9% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling