+148.6%
CVE vs IT
+90.0%
+58.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +5.9% | +1.1% | +4.9% | +5.6% |
| 30D | -10.9% | -1.8% | -9.0% | -11.3% |
| 3M | -4.5% | +4.8% | -9.3% | -7.7% |
| 6M | -1.0% | +33.0% | -34.0% | -14.3% |
| YTD | +74.7% | -23.8% | +98.6% | +82.1% |
| 1Y | +65.8% | -16.5% | +82.3% | +65.9% |
| 3Y | +73.2% | -53.6% | +126.8% | +112.3% |
| 5Y | +155.6% | -42.1% | +197.7% | +165.9% |
| All | +148.6% | +90.0% | +58.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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