+146.9%
CVE vs SMTC
+351.6%
-204.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +2.6% |
| 7D | +4.6% | +30.5% | -25.8% | -1.5% |
| 30D | -12.0% | -30.9% | +18.9% | -6.3% |
| 3M | -3.8% | -14.7% | +10.9% | -3.8% |
| 6M | -2.7% | -9.6% | +6.8% | -6.6% |
| YTD | +73.6% | +62.1% | +11.5% | +41.4% |
| 1Y | +62.0% | +66.6% | -4.6% | +30.2% |
| 3Y | +72.7% | +718.1% | -645.4% | -29.6% |
| 5Y | +153.9% | +32.8% | +121.1% | +93.3% |
| All | +146.9% | +351.6% | -204.6% | +42.4% |
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