+135.5%
CVE vs MTB
+63.3%
+72.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -16.1% | -1.3% | -14.8% | -15.8% |
| 30D | -10.4% | +0.5% | -10.9% | -10.7% |
| 3M | -2.4% | -12.4% | +10.0% | +2.3% |
| 6M | -4.4% | +1.5% | -5.9% | -5.9% |
| YTD | +64.9% | +10.3% | +54.7% | +56.0% |
| 1Y | +66.0% | +22.2% | +43.8% | +50.3% |
| 3Y | +57.7% | +96.9% | -39.3% | +15.5% |
| All | +135.5% | +63.3% | +72.2% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling