+146.2%
CVE vs SPG
+75.4%
+70.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.4% |
| 7D | -14.1% | +5.0% | -19.1% | -16.0% |
| 30D | -11.6% | +12.3% | -23.9% | -16.3% |
| 3M | 0.0% | +1.9% | -1.8% | -1.1% |
| 6M | -8.4% | +14.4% | -22.8% | -14.9% |
| YTD | +65.9% | +26.5% | +39.4% | +45.5% |
| 1Y | +69.4% | +30.7% | +38.7% | +46.1% |
| 3Y | +55.9% | +122.6% | -66.7% | -1.8% |
| 5Y | +146.2% | +73.3% | +72.8% | +79.1% |
| All | +146.2% | +75.4% | +70.7% | +79.1% |
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