+135.5%
CVE vs SMTC
+13.5%
+122.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.7% | -13.3% | -1.9% |
| 7D | -16.1% | -19.0% | +2.8% | -14.5% |
| 30D | -10.4% | -46.7% | +36.4% | -5.0% |
| 3M | -2.4% | -23.4% | +21.1% | -1.1% |
| 6M | -4.4% | -13.4% | +9.0% | -5.5% |
| YTD | +64.9% | +40.1% | +24.9% | +52.4% |
| 1Y | +66.0% | +47.7% | +18.4% | +51.8% |
| 3Y | +57.7% | +606.9% | -549.3% | +4.6% |
| All | +135.5% | +13.5% | +122.1% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling