+135.8%
CVE vs SM
+7.1%
+128.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -0.7% |
| 7D | -14.1% | -25.1% | +11.1% | -2.5% |
| 30D | -11.6% | -15.6% | +4.0% | -5.0% |
| 3M | 0.0% | +2.7% | -2.7% | -1.9% |
| 6M | -8.4% | -3.8% | -4.5% | -8.1% |
| YTD | +65.9% | +61.8% | +4.1% | +30.8% |
| 1Y | +69.4% | +71.4% | -2.0% | +30.0% |
| 3Y | +55.9% | -20.7% | +76.6% | +62.3% |
| 5Y | +146.2% | -11.5% | +157.7% | +135.3% |
| All | +135.8% | +7.1% | +128.7% | +18.0% |
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