+98.8%
CVE vs SMTC
+154.8%
-56.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.4% |
| 7D | +2.5% | +12.7% | -10.2% | +2.4% |
| 30D | +16.7% | +22.0% | -5.2% | +16.4% |
| 3M | +9.3% | -12.7% | +21.9% | +9.2% |
| 6M | +43.6% | +64.8% | -21.2% | +46.2% |
| YTD | +93.6% | +100.7% | -7.1% | +98.2% |
| 1Y | +98.8% | +146.9% | -48.1% | +105.5% |
| All | +98.8% | +154.8% | -56.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling