+135.5%
CVE vs SMTC
+334.8%
-199.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | -10.0% | -10.9% | +0.9% | -8.4% |
| 30D | -11.9% | -39.4% | +27.6% | -3.6% |
| 3M | -5.9% | -13.5% | +7.6% | -6.2% |
| 6M | -1.6% | -6.8% | +5.3% | -6.2% |
| YTD | +66.3% | +54.0% | +12.3% | +37.1% |
| 1Y | +57.5% | +50.8% | +6.7% | +29.6% |
| 3Y | +65.4% | +677.3% | -611.9% | -31.7% |
| 5Y | +144.2% | +28.7% | +115.4% | +86.2% |
| 10Y | +135.5% | +339.9% | -204.4% | +37.0% |
| All | +135.5% | +334.8% | -199.3% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling