+89.9%
CVE vs SM
+24.0%
+65.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +16.7% | +26.3% | -9.6% | +5.6% |
| 3M | +9.3% | +8.7% | +0.6% | +4.9% |
| 6M | +43.6% | +51.7% | -8.1% | +19.0% |
| YTD | +93.6% | +99.0% | -5.5% | +42.5% |
| 1Y | +98.8% | +34.6% | +64.2% | +70.8% |
| 3Y | +73.6% | -7.8% | +81.3% | +70.4% |
| 5Y | +312.5% | +104.8% | +207.7% | +183.5% |
| 10Y | +161.0% | +7.2% | +153.8% | +34.7% |
| All | +89.9% | +24.0% | +65.9% | -33.6% |
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