+58.6%
CVE vs SPG
+122.7%
-64.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.5% |
| 7D | -14.1% | +5.0% | -19.1% | -15.4% |
| 30D | -11.6% | +12.3% | -23.9% | -14.8% |
| 3M | 0.0% | +1.9% | -1.8% | -0.6% |
| 6M | -8.4% | +14.4% | -22.8% | -13.3% |
| YTD | +65.9% | +26.5% | +39.4% | +49.4% |
| 1Y | +69.4% | +30.7% | +38.7% | +50.3% |
| All | +58.6% | +122.7% | -64.1% | +3.4% |
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