+73.2%
CVE vs SITM
+372.9%
-299.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.9% | -2.0% |
| 7D | +2.5% | +9.7% | -7.2% | +1.4% |
| 30D | +16.7% | +12.7% | +4.0% | +14.4% |
| 3M | +9.3% | -13.4% | +22.7% | +9.6% |
| 6M | +43.6% | +59.6% | -16.0% | +31.0% |
| YTD | +93.6% | +73.3% | +20.3% | +73.3% |
| 1Y | +98.8% | +165.5% | -66.8% | +63.8% |
| All | +73.2% | +372.9% | -299.8% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling