+135.5%
CVE vs IT
+88.3%
+47.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -10.0% | -7.5% | -2.5% | -7.9% |
| 30D | -11.9% | -1.2% | -10.7% | -12.5% |
| 3M | -5.9% | -2.2% | -3.7% | -7.1% |
| 6M | -1.6% | +19.1% | -20.6% | -11.5% |
| YTD | +66.3% | -25.1% | +91.4% | +74.2% |
| 1Y | +57.5% | -17.4% | +74.9% | +57.9% |
| 3Y | +65.4% | -54.1% | +119.5% | +103.1% |
| 5Y | +144.2% | -42.7% | +186.8% | +154.1% |
| 10Y | +135.5% | +88.1% | +47.4% | +30.3% |
| All | +135.5% | +88.3% | +47.2% | +30.3% |
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