+134.5%
CVE vs SM
+8.2%
+126.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -16.1% | -25.9% | +9.8% | -4.5% |
| 30D | -10.4% | -15.1% | +4.7% | -3.9% |
| 3M | -2.4% | +4.9% | -7.2% | -5.1% |
| 6M | -4.4% | +6.1% | -10.6% | -8.2% |
| YTD | +64.9% | +63.4% | +1.5% | +29.5% |
| 1Y | +66.0% | +72.5% | -6.4% | +27.0% |
| 3Y | +57.7% | -16.9% | +74.5% | +60.8% |
| 5Y | +144.7% | -10.6% | +155.4% | +133.0% |
| All | +134.5% | +8.2% | +126.3% | +16.8% |
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