+134.5%
CVE vs SMTC
+313.7%
-179.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.7% | -13.3% | -3.2% |
| 7D | -16.1% | -19.0% | +2.8% | -12.8% |
| 30D | -10.4% | -46.7% | +36.4% | +0.8% |
| 3M | -2.4% | -23.4% | +21.1% | 0.0% |
| 6M | -4.4% | -13.4% | +9.0% | -7.5% |
| YTD | +64.9% | +40.1% | +24.9% | +38.9% |
| 1Y | +66.0% | +47.7% | +18.4% | +37.0% |
| 3Y | +57.7% | +606.9% | -549.3% | -33.6% |
| 5Y | +144.7% | +14.4% | +130.3% | +92.9% |
| All | +134.5% | +313.7% | -179.2% | +37.3% |
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