+161.6%
IWM vs CVE
+136.1%
+25.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -2.0% | -16.1% | +14.1% | +1.6% |
| 30D | -1.5% | -10.4% | +8.9% | +0.6% |
| 3M | -8.0% | -2.4% | -5.6% | -8.0% |
| 6M | -4.1% | -4.4% | +0.3% | -4.3% |
| YTD | +11.9% | +64.9% | -53.0% | -1.8% |
| 1Y | +15.0% | +66.0% | -51.0% | +0.6% |
| 3Y | +64.2% | +57.7% | +6.5% | +42.5% |
| 5Y | +20.4% | +144.7% | -124.3% | -8.1% |
| All | +161.6% | +136.1% | +25.4% | +61.2% |
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