+146.9%
CVE vs IT
+88.7%
+58.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +4.6% | -3.7% | +8.3% | +5.8% |
| 30D | -12.0% | -3.1% | -8.9% | -12.1% |
| 3M | -3.8% | +6.3% | -10.1% | -7.5% |
| 6M | -2.7% | +24.8% | -27.5% | -13.9% |
| YTD | +73.6% | -24.4% | +98.0% | +81.3% |
| 1Y | +62.0% | -17.1% | +79.1% | +62.4% |
| 3Y | +72.7% | -53.6% | +126.4% | +111.4% |
| 5Y | +153.9% | -42.5% | +196.5% | +164.7% |
| All | +146.9% | +88.7% | +58.3% | +34.6% |
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