+320.2%
CVE vs SM
+107.8%
+212.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | +0.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +16.7% | +26.3% | -9.6% | +2.2% |
| 3M | +9.3% | +8.7% | +0.6% | +3.3% |
| 6M | +43.6% | +51.7% | -8.1% | +11.3% |
| YTD | +93.6% | +99.0% | -5.5% | +27.8% |
| 1Y | +98.8% | +34.6% | +64.2% | +61.4% |
| 3Y | +73.6% | -7.8% | +81.3% | +65.3% |
| All | +320.2% | +107.8% | +212.3% | +137.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling