+144.2%
CVE vs MTB
+65.9%
+78.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | -10.0% | -0.7% | -9.3% | -9.8% |
| 30D | -11.9% | +1.4% | -13.3% | -12.5% |
| 3M | -5.9% | -11.6% | +5.6% | -1.8% |
| 6M | -1.6% | +5.4% | -7.0% | -4.5% |
| YTD | +66.3% | +11.7% | +54.5% | +56.5% |
| 1Y | +57.5% | +20.5% | +37.0% | +43.4% |
| 3Y | +65.4% | +104.5% | -39.1% | +19.2% |
| 5Y | +144.2% | +65.1% | +79.1% | +70.3% |
| All | +144.2% | +65.9% | +78.3% | +70.3% |
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