+492.2%
IWM vs CVE
+67.4%
+424.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.2% | +3.4% |
| 7D | +1.0% | -12.1% | +13.0% | +4.0% |
| 30D | +0.2% | -9.8% | +10.0% | +2.4% |
| 3M | -5.6% | -0.7% | -4.9% | -6.1% |
| 6M | +2.7% | -4.3% | +7.0% | +2.4% |
| YTD | +16.2% | +70.6% | -54.4% | -0.7% |
| 1Y | +18.9% | +73.2% | -54.2% | +1.1% |
| 3Y | +68.3% | +60.3% | +8.0% | +42.8% |
| 5Y | +26.7% | +159.3% | -132.7% | -8.7% |
| 10Y | +178.1% | +147.4% | +30.7% | +69.2% |
| All | +492.2% | +67.4% | +424.8% | +285.9% |
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 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