+146.9%
CVE vs MTB
+113.8%
+33.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | -12.0% | +0.8% | -12.9% | -12.8% |
| 3M | -3.8% | -12.8% | +9.0% | +3.8% |
| 6M | -2.7% | +6.7% | -9.4% | -7.8% |
| YTD | +73.6% | +11.3% | +62.3% | +58.6% |
| 1Y | +62.0% | +20.2% | +41.9% | +40.9% |
| 3Y | +72.7% | +103.8% | -31.0% | +3.1% |
| 5Y | +153.9% | +60.9% | +93.1% | +64.4% |
| All | +146.9% | +113.8% | +33.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling