+58.6%
CVE vs SMTC
+518.9%
-460.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -17.5% | +14.8% | -1.3% |
| 7D | -14.1% | -35.0% | +20.9% | -11.3% |
| 30D | -11.6% | -53.6% | +42.0% | -6.7% |
| 3M | 0.0% | -24.5% | +24.5% | +1.2% |
| 6M | -8.4% | -19.0% | +10.6% | -8.5% |
| YTD | +65.9% | +24.2% | +41.7% | +58.1% |
| 1Y | +69.4% | +35.6% | +33.8% | +59.5% |
| All | +58.6% | +518.9% | -460.4% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling