+33.6%
IJH vs CVE
+142.8%
-109.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.7% | -16.1% | +14.5% | +1.5% |
| 30D | -0.9% | -10.4% | +9.5% | +0.9% |
| 3M | -5.8% | -2.4% | -3.4% | -5.8% |
| 6M | -2.8% | -4.4% | +1.6% | -3.0% |
| YTD | +10.1% | +64.9% | -54.8% | -3.4% |
| 1Y | +13.8% | +66.0% | -52.2% | -0.4% |
| 3Y | +53.2% | +57.7% | -4.5% | +31.7% |
| All | +33.6% | +142.8% | -109.2% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling