+10.4%
IYR vs CVE
+67.8%
-57.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | +2.0% | -16.1% | +18.1% | +1.4% |
| 30D | +8.2% | -10.4% | +18.6% | +7.7% |
| 3M | -1.7% | -2.4% | +0.6% | -2.0% |
| 6M | -0.4% | -4.4% | +4.0% | -0.8% |
| YTD | +9.9% | +64.9% | -55.1% | +3.1% |
| 1Y | +10.4% | +66.0% | -55.6% | +3.4% |
| All | +10.4% | +67.8% | -57.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling