+162.3%
CVE vs SM
+6.6%
+155.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +16.7% | +26.3% | -9.6% | +5.0% |
| 3M | +9.3% | +8.7% | +0.6% | +4.6% |
| 6M | +43.6% | +51.7% | -8.1% | +17.6% |
| YTD | +93.6% | +99.0% | -5.5% | +39.9% |
| 1Y | +98.8% | +34.6% | +64.2% | +69.1% |
| 3Y | +73.6% | -7.8% | +81.3% | +69.6% |
| 5Y | +312.5% | +104.8% | +207.7% | +176.5% |
| All | +162.3% | +6.6% | +155.6% | +33.6% |
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