+148.6%
CVE vs MTB
+115.1%
+33.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.3% |
| 7D | +5.9% | +1.5% | +4.4% | +5.0% |
| 30D | -10.9% | +2.3% | -13.2% | -12.4% |
| 3M | -4.5% | -12.1% | +7.6% | +2.6% |
| 6M | -1.0% | +9.8% | -10.8% | -7.7% |
| YTD | +74.7% | +12.0% | +62.7% | +59.1% |
| 1Y | +65.8% | +22.0% | +43.8% | +42.8% |
| 3Y | +73.2% | +107.6% | -34.4% | +2.1% |
| 5Y | +155.6% | +61.9% | +93.7% | +64.9% |
| All | +148.6% | +115.1% | +33.5% | +41.5% |
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