+135.5%
CVE vs SPG
+74.6%
+60.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -16.1% | +4.9% | -21.0% | -18.0% |
| 30D | -10.4% | +15.6% | -26.0% | -16.2% |
| 3M | -2.4% | +4.1% | -6.4% | -4.4% |
| 6M | -4.4% | +13.6% | -18.0% | -10.9% |
| YTD | +64.9% | +27.5% | +37.4% | +44.1% |
| 1Y | +66.0% | +32.2% | +33.8% | +42.3% |
| 3Y | +57.7% | +126.0% | -68.4% | -1.8% |
| All | +135.5% | +74.6% | +60.9% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling