+320.2%
CVE vs SPG
+102.5%
+217.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +2.5% | -2.4% | +4.9% | +3.6% |
| 30D | +16.7% | -6.8% | +23.6% | +20.4% |
| 3M | +9.3% | +2.7% | +6.6% | +7.0% |
| 6M | +43.6% | +5.5% | +38.1% | +38.1% |
| YTD | +93.6% | +15.7% | +77.9% | +77.3% |
| 1Y | +98.8% | +20.9% | +77.9% | +77.5% |
| 3Y | +73.6% | +112.4% | -38.8% | +12.0% |
| All | +320.2% | +102.5% | +217.6% | +164.5% |
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