+67.4%
CVE vs SPG
+582.7%
-515.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.9% | -10.5% | -9.3% |
| 7D | -12.1% | +8.2% | -20.2% | -16.1% |
| 30D | -9.8% | +13.5% | -23.2% | -16.4% |
| 3M | -0.7% | +2.2% | -2.9% | -2.5% |
| 6M | -4.3% | +15.9% | -20.2% | -13.3% |
| YTD | +70.6% | +27.6% | +43.0% | +45.1% |
| 1Y | +73.2% | +30.9% | +42.2% | +45.0% |
| 3Y | +60.3% | +124.5% | -64.2% | -4.4% |
| 5Y | +159.3% | +79.9% | +79.4% | +71.8% |
| 10Y | +147.4% | +112.9% | +34.5% | +43.7% |
| All | +67.4% | +582.7% | -515.3% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling