+159.5%
CVE vs ITOT
+63.9%
+95.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | +5.9% | +2.5% | +3.5% | +3.9% |
| 30D | -10.9% | -1.7% | -9.2% | -9.9% |
| 3M | -4.5% | -3.4% | -1.2% | -2.4% |
| 6M | -1.0% | +2.1% | -3.1% | -3.7% |
| YTD | +74.7% | +11.5% | +63.2% | +56.7% |
| 1Y | +65.8% | +13.6% | +52.2% | +46.0% |
| 3Y | +73.2% | +77.2% | -4.0% | +3.1% |
| All | +159.5% | +63.9% | +95.6% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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