+10.5%
IYR vs CVE
+59.5%
-49.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.1% | -10.0% | +12.1% | +1.7% |
| 30D | +7.2% | -11.9% | +19.0% | +6.6% |
| 3M | +0.4% | -5.9% | +6.3% | +0.1% |
| 6M | +1.4% | -1.6% | +3.0% | +1.0% |
| YTD | +11.3% | +66.3% | -54.9% | +5.0% |
| 1Y | +10.5% | +57.5% | -47.0% | +4.9% |
| All | +10.5% | +59.5% | -49.0% | +4.9% |
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 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