+833.7%
IVV vs CVE
+67.4%
+766.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.6% | +9.3% | +3.0% |
| 7D | -0.7% | -12.1% | +11.4% | +1.5% |
| 30D | -1.0% | -9.8% | +8.7% | +0.6% |
| 3M | -0.3% | -0.7% | +0.4% | -0.6% |
| 6M | +7.4% | -4.3% | +11.7% | +7.2% |
| YTD | +13.4% | +70.6% | -57.2% | +0.9% |
| 1Y | +14.8% | +73.2% | -58.4% | +1.8% |
| 3Y | +83.3% | +60.3% | +23.0% | +61.8% |
| 5Y | +76.1% | +159.3% | -83.2% | +37.2% |
| 10Y | +333.3% | +147.4% | +185.8% | +193.0% |
| All | +833.7% | +67.4% | +766.3% | +553.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling