+62.8%
CVE vs SM
+0.9%
+61.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -0.8% |
| 7D | -14.1% | -25.1% | +11.1% | -3.2% |
| 30D | -11.6% | -15.6% | +4.0% | -5.3% |
| 3M | 0.0% | +2.7% | -2.7% | -1.7% |
| 6M | -8.4% | -3.8% | -4.5% | -8.1% |
| YTD | +65.9% | +61.8% | +4.1% | +32.6% |
| 1Y | +69.4% | +71.4% | -2.0% | +32.0% |
| 3Y | +55.9% | -20.7% | +76.6% | +62.6% |
| 5Y | +146.2% | -11.5% | +157.7% | +137.3% |
| 10Y | +140.6% | +10.2% | +130.4% | +24.7% |
| All | +62.8% | +0.9% | +61.9% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling