+73.2%
CVE vs SPG
+112.6%
-39.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +2.5% | -2.4% | +4.9% | +3.3% |
| 30D | +16.7% | -6.8% | +23.6% | +19.3% |
| 3M | +9.3% | +2.7% | +6.6% | +7.4% |
| 6M | +43.6% | +5.5% | +38.1% | +39.2% |
| YTD | +93.6% | +15.7% | +77.9% | +79.8% |
| 1Y | +98.8% | +20.9% | +77.9% | +80.5% |
| All | +73.2% | +112.6% | -39.4% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling