+73.2%
CVE vs SITM
+47.5%
+25.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.4% | +1.7% | -7.4% |
| 7D | -12.1% | -19.5% | +7.5% | -11.7% |
| 30D | -9.8% | -43.2% | +33.4% | -9.0% |
| 3M | -0.7% | -30.8% | +30.1% | -0.2% |
| 6M | -4.3% | -28.6% | +24.3% | -3.7% |
| YTD | +70.6% | +14.2% | +56.4% | +72.2% |
| 1Y | +73.2% | +44.4% | +28.8% | +74.0% |
| All | +73.2% | +47.5% | +25.6% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling