+146.9%
CVE vs SM
+18.2%
+128.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | -0.6% |
| 7D | +4.6% | +10.6% | -6.0% | -0.1% |
| 30D | -12.0% | -15.0% | +3.0% | -5.8% |
| 3M | -3.8% | +1.7% | -5.5% | -5.2% |
| 6M | -2.7% | +5.9% | -8.6% | -6.6% |
| YTD | +73.6% | +79.0% | -5.4% | +30.8% |
| 1Y | +62.0% | +84.7% | -22.7% | +20.2% |
| 3Y | +72.7% | -3.5% | +76.2% | +64.7% |
| 5Y | +153.9% | +4.9% | +149.0% | +125.5% |
| All | +146.9% | +18.2% | +128.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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