+58.6%
CVE vs MTB
+97.1%
-38.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.1% |
| 7D | -14.1% | -1.9% | -12.2% | -13.6% |
| 30D | -11.6% | +0.5% | -12.1% | -11.9% |
| 3M | 0.0% | -12.2% | +12.2% | +4.0% |
| 6M | -8.4% | +3.4% | -11.8% | -10.4% |
| YTD | +65.9% | +11.3% | +54.6% | +56.4% |
| 1Y | +69.4% | +23.3% | +46.1% | +52.8% |
| All | +58.6% | +97.1% | -38.5% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling