+135.5%
CVE vs IT
-43.2%
+178.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | -16.1% | -16.9% | +0.8% | -14.7% |
| 30D | -10.4% | +2.3% | -12.7% | -11.0% |
| 3M | -2.4% | +2.9% | -5.2% | -3.3% |
| 6M | -4.4% | +25.9% | -30.3% | -8.7% |
| YTD | +64.9% | -24.6% | +89.6% | +70.4% |
| 1Y | +66.0% | -16.0% | +82.1% | +67.5% |
| 3Y | +57.7% | -51.6% | +109.2% | +76.5% |
| All | +135.5% | -43.2% | +178.7% | +151.9% |
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