+62.6%
IYR vs CVE
+161.7%
-99.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.2% | +2.5% | -3.7% | -1.6% |
| 30D | -2.9% | +16.7% | -19.6% | -4.9% |
| 3M | +0.8% | +9.3% | -8.4% | -0.6% |
| 6M | +1.9% | +43.6% | -41.7% | -3.5% |
| YTD | +9.6% | +93.6% | -84.0% | -0.5% |
| 1Y | +8.1% | +98.8% | -90.7% | -2.4% |
| 3Y | +29.2% | +73.6% | -44.4% | +16.9% |
| 5Y | +4.3% | +312.5% | -308.2% | -18.2% |
| All | +62.6% | +161.7% | -99.1% | +10.0% |
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