+144.3%
IWM vs CVE
+147.6%
-3.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | +2.8% | +4.6% | -1.9% | +1.8% |
| 30D | +0.6% | -12.0% | +12.6% | +3.1% |
| 3M | -7.8% | -3.8% | -4.0% | -7.5% |
| 6M | -1.0% | -2.7% | +1.8% | -1.5% |
| YTD | +13.9% | +73.6% | -59.7% | -1.2% |
| 1Y | +15.4% | +62.0% | -46.6% | +1.6% |
| 3Y | +70.2% | +72.7% | -2.5% | +44.9% |
| 5Y | +23.7% | +153.9% | -130.3% | -6.3% |
| All | +144.3% | +147.6% | -3.3% | +48.5% |
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