+89.9%
CVE vs SMTC
+758.3%
-668.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -3.6% |
| 7D | +2.5% | +12.7% | -10.2% | -0.6% |
| 30D | +16.7% | +22.0% | -5.2% | +9.7% |
| 3M | +9.3% | -12.7% | +21.9% | +9.4% |
| 6M | +43.6% | +64.8% | -21.2% | +18.3% |
| YTD | +93.6% | +100.7% | -7.1% | +49.8% |
| 1Y | +98.8% | +146.9% | -48.1% | +42.5% |
| 3Y | +73.6% | +456.8% | -383.2% | -21.8% |
| 5Y | +312.5% | +89.2% | +223.2% | +162.3% |
| 10Y | +161.0% | +426.9% | -265.8% | +4.9% |
| All | +89.9% | +758.3% | -668.4% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling