+325.5%
CVE vs SITM
+4,507.3%
-4,181.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +2.9% |
| 7D | +0.2% | +8.4% | -8.2% | -1.1% |
| 30D | +17.5% | -17.4% | +34.9% | +20.6% |
| 3M | +16.2% | -9.8% | +26.0% | +15.9% |
| 6M | +47.8% | +83.0% | -35.2% | +28.0% |
| YTD | +98.5% | +69.6% | +28.9% | +72.6% |
| 1Y | +109.8% | +144.9% | -35.1% | +68.0% |
| 3Y | +75.5% | +429.9% | -354.4% | +13.1% |
| 5Y | +341.6% | +169.2% | +172.4% | +190.8% |
| All | +325.5% | +4,507.3% | -4,181.8% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling