+159.0%
IWM vs CVE
+137.5%
+21.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.8% | -4.0% |
| 7D | -4.6% | -14.1% | +9.5% | -1.6% |
| 30D | -3.7% | -11.6% | +7.9% | -1.4% |
| 3M | -9.4% | 0.0% | -9.4% | -9.9% |
| 6M | -3.6% | -8.4% | +4.8% | -2.9% |
| YTD | +10.8% | +65.9% | -55.1% | -2.9% |
| 1Y | +11.9% | +69.4% | -57.5% | -2.6% |
| 3Y | +60.6% | +55.9% | +4.6% | +39.7% |
| 5Y | +19.2% | +146.2% | -126.9% | -9.1% |
| All | +159.0% | +137.5% | +21.5% | +59.5% |
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 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