+146.2%
CVE vs IT
-40.4%
+186.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -2.3% |
| 7D | -14.1% | -12.0% | -2.1% | -13.1% |
| 30D | -11.6% | +7.1% | -18.7% | -12.6% |
| 3M | 0.0% | +6.3% | -6.2% | -1.3% |
| 6M | -8.4% | +32.5% | -40.9% | -13.0% |
| YTD | +65.9% | -21.5% | +87.4% | +70.7% |
| 1Y | +69.4% | -16.5% | +85.9% | +71.8% |
| 3Y | +55.9% | -48.8% | +104.7% | +73.2% |
| 5Y | +146.2% | -40.2% | +186.4% | +160.1% |
| All | +146.2% | -40.4% | +186.6% | +160.1% |
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