+159.5%
CVE vs SITM
+73.6%
+85.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.4% |
| 7D | +5.9% | +6.6% | -0.7% | +4.9% |
| 30D | -10.9% | -15.3% | +4.5% | -9.4% |
| 3M | -4.5% | -35.4% | +30.9% | -0.1% |
| 6M | -1.0% | -46.8% | +45.8% | +4.9% |
| YTD | +74.7% | +25.9% | +48.9% | +58.5% |
| 1Y | +65.8% | +54.0% | +11.8% | +44.8% |
| 3Y | +73.2% | +315.6% | -242.4% | +18.3% |
| All | +159.5% | +73.6% | +85.9% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling