+320.2%
CVE vs SMTC
+91.8%
+228.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -2.3% |
| 7D | +2.5% | +12.7% | -10.2% | +1.1% |
| 30D | +16.7% | +22.0% | -5.2% | +13.7% |
| 3M | +9.3% | -12.7% | +21.9% | +9.6% |
| 6M | +43.6% | +64.8% | -21.2% | +32.4% |
| YTD | +93.6% | +100.7% | -7.1% | +73.4% |
| 1Y | +98.8% | +146.9% | -48.1% | +71.8% |
| 3Y | +73.6% | +456.8% | -383.2% | +22.7% |
| All | +320.2% | +91.8% | +228.3% | +267.7% |
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