+134.8%
CVE vs IT
-42.9%
+177.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -10.1% | -18.8% | +8.7% | -8.2% |
| 30D | -12.1% | -0.1% | -12.0% | -12.4% |
| 3M | -1.9% | +2.9% | -4.8% | -2.8% |
| 6M | -1.8% | +20.4% | -22.2% | -5.5% |
| YTD | +65.8% | -24.3% | +90.1% | +71.1% |
| 1Y | +60.8% | -17.2% | +78.0% | +62.8% |
| 3Y | +70.1% | -52.4% | +122.5% | +91.6% |
| 5Y | +134.8% | -43.7% | +178.5% | +154.6% |
| All | +134.8% | -42.9% | +177.6% | +154.6% |
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