+137.2%
CVE vs SPG
+116.1%
+21.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | -10.0% | +5.6% | -15.6% | -12.8% |
| 30D | -11.9% | +17.6% | -29.4% | -19.8% |
| 3M | -5.9% | +7.5% | -13.4% | -10.1% |
| 6M | -1.6% | +18.5% | -20.1% | -11.8% |
| YTD | +66.3% | +30.9% | +35.3% | +39.6% |
| 1Y | +57.5% | +34.1% | +23.4% | +30.4% |
| 3Y | +65.4% | +135.5% | -70.1% | -3.9% |
| 5Y | +144.2% | +86.5% | +57.6% | +58.9% |
| All | +137.2% | +116.1% | +21.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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