+990.2%
IBKR vs CVE
+175.4%
+814.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -1.3% | +2.3% | -3.6% | -1.8% |
| 30D | -0.2% | +9.7% | -10.0% | -2.2% |
| 3M | +3.0% | +16.9% | -14.0% | -0.7% |
| 6M | +33.9% | +41.4% | -7.5% | +23.4% |
| YTD | +42.5% | +98.0% | -55.5% | +22.3% |
| 1Y | +44.9% | +98.2% | -53.4% | +24.1% |
| 3Y | +293.0% | +77.9% | +215.1% | +237.5% |
| 5Y | +497.7% | +341.6% | +156.1% | +320.6% |
| All | +990.2% | +175.4% | +814.8% | +569.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling