+320.2%
CVE vs IT
-40.5%
+360.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.7% |
| 7D | +2.5% | -6.0% | +8.5% | +3.2% |
| 30D | +16.7% | 0.0% | +16.7% | +16.6% |
| 3M | +9.3% | +13.1% | -3.8% | +6.9% |
| 6M | +43.6% | +11.7% | +31.9% | +40.0% |
| YTD | +93.6% | -26.1% | +119.7% | +101.7% |
| 1Y | +98.8% | -21.3% | +120.0% | +103.1% |
| 3Y | +73.6% | -46.7% | +120.3% | +89.3% |
| All | +320.2% | -40.5% | +360.7% | +330.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling