+146.2%
CVE vs IRM
+173.7%
-27.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.1% | +8.3% | +0.5% |
| 7D | -14.1% | -10.9% | -3.2% | -11.3% |
| 30D | -11.6% | -9.4% | -2.2% | -9.3% |
| 3M | 0.0% | -16.4% | +16.4% | +4.9% |
| 6M | -8.4% | -18.7% | +10.3% | -3.4% |
| YTD | +65.9% | +30.1% | +35.8% | +47.6% |
| 1Y | +69.4% | +8.5% | +60.9% | +60.3% |
| 3Y | +55.9% | +88.0% | -32.1% | +11.3% |
| 5Y | +146.2% | +167.6% | -21.4% | +47.2% |
| All | +146.2% | +173.7% | -27.6% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling