+130.1%
CVE vs SMTC
+365.8%
-235.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.8% | -12.3% | -2.1% |
| 7D | -10.1% | -4.8% | -5.2% | -9.8% |
| 30D | -12.1% | -37.8% | +25.7% | -4.4% |
| 3M | -1.9% | -16.5% | +14.6% | -1.4% |
| 6M | -1.8% | -4.4% | +2.6% | -7.0% |
| YTD | +65.8% | +58.0% | +7.8% | +36.0% |
| 1Y | +60.8% | +62.0% | -1.2% | +30.1% |
| 3Y | +70.1% | +745.7% | -675.6% | -31.6% |
| 5Y | +134.8% | +29.0% | +105.7% | +80.2% |
| 10Y | +130.1% | +351.4% | -221.3% | +32.7% |
| All | +130.1% | +365.8% | -235.7% | +32.7% |
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