+130.1%
CVE vs SM
+4.9%
+125.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.7% |
| 7D | -10.1% | -22.3% | +12.2% | +0.2% |
| 30D | -12.1% | -21.4% | +9.2% | -2.5% |
| 3M | -1.9% | +1.4% | -3.2% | -3.2% |
| 6M | -1.8% | +0.1% | -2.0% | -3.2% |
| YTD | +65.8% | +59.0% | +6.8% | +31.7% |
| 1Y | +60.8% | +64.3% | -3.5% | +25.6% |
| 3Y | +70.1% | -13.1% | +83.3% | +70.2% |
| 5Y | +134.8% | -13.9% | +148.6% | +127.0% |
| 10Y | +130.1% | +1.7% | +128.4% | +18.0% |
| All | +130.1% | +4.9% | +125.2% | +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