+135.8%
CVE vs SMTC
+266.9%
-131.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -17.5% | +14.8% | +0.9% |
| 7D | -14.1% | -35.0% | +20.9% | -6.4% |
| 30D | -11.6% | -53.6% | +42.0% | +2.5% |
| 3M | 0.0% | -24.5% | +24.5% | +2.7% |
| 6M | -8.4% | -19.0% | +10.6% | -10.1% |
| YTD | +65.9% | +24.2% | +41.7% | +43.6% |
| 1Y | +69.4% | +35.6% | +33.8% | +42.3% |
| 3Y | +55.9% | +521.9% | -466.0% | -32.4% |
| 5Y | +146.2% | +1.5% | +144.7% | +99.3% |
| All | +135.8% | +266.9% | -131.1% | +41.9% |
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