+61.8%
CVE vs ITOT
+770.5%
-708.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.1% |
| 7D | -16.1% | -2.7% | -13.5% | -13.5% |
| 30D | -10.4% | -5.2% | -5.2% | -4.8% |
| 3M | -2.4% | -4.4% | +2.0% | +2.3% |
| 6M | -4.4% | +0.4% | -4.8% | -6.7% |
| YTD | +64.9% | +8.8% | +56.2% | +43.6% |
| 1Y | +66.0% | +11.0% | +55.0% | +40.4% |
| 3Y | +57.7% | +74.4% | -16.8% | -27.2% |
| 5Y | +144.7% | +60.0% | +84.7% | +23.7% |
| 10Y | +139.2% | +296.0% | -156.8% | -59.8% |
| All | +61.8% | +770.5% | -708.7% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling