+130.1%
CVE vs IT
+96.9%
+33.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -10.1% | -18.8% | +8.7% | -4.7% |
| 30D | -12.1% | -0.1% | -12.0% | -13.0% |
| 3M | -1.9% | +2.9% | -4.8% | -4.7% |
| 6M | -1.8% | +20.4% | -22.2% | -12.0% |
| YTD | +65.8% | -24.3% | +90.1% | +73.1% |
| 1Y | +60.8% | -17.2% | +78.0% | +61.3% |
| 3Y | +70.1% | -52.4% | +122.5% | +105.5% |
| 5Y | +134.8% | -43.7% | +178.5% | +148.0% |
| 10Y | +130.1% | +90.3% | +39.8% | +26.8% |
| All | +130.1% | +96.9% | +33.2% | +26.8% |
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