+135.5%
CVE vs SM
-11.5%
+147.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -16.1% | -25.9% | +9.8% | -1.4% |
| 30D | -10.4% | -15.1% | +4.7% | -2.3% |
| 3M | -2.4% | +4.9% | -7.2% | -6.1% |
| 6M | -4.4% | +6.1% | -10.6% | -9.7% |
| YTD | +64.9% | +63.4% | +1.5% | +20.0% |
| 1Y | +66.0% | +72.5% | -6.4% | +16.7% |
| 3Y | +57.7% | -16.9% | +74.5% | +57.7% |
| All | +135.5% | -11.5% | +147.1% | +116.8% |
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 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