+82.9%
IVV vs CVE
+59.0%
+23.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.6% | +9.3% | +2.5% |
| 7D | -0.7% | -12.1% | +11.4% | +0.7% |
| 30D | -1.0% | -9.8% | +8.7% | 0.0% |
| 3M | -0.3% | -0.7% | +0.4% | -0.7% |
| 6M | +7.4% | -4.3% | +11.7% | +7.3% |
| YTD | +13.4% | +70.6% | -57.2% | +1.2% |
| 1Y | +14.8% | +73.2% | -58.4% | +1.9% |
| All | +82.9% | +59.0% | +23.9% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling