+39.3%
IYR vs CVE
+54.6%
-15.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.5% |
| 7D | +2.8% | -14.1% | +16.9% | +3.7% |
| 30D | +7.3% | -11.6% | +18.9% | +8.0% |
| 3M | -2.0% | 0.0% | -2.1% | -2.4% |
| 6M | +1.5% | -8.4% | +9.9% | +1.7% |
| YTD | +10.5% | +65.9% | -55.4% | +3.2% |
| 1Y | +10.5% | +69.4% | -58.9% | +2.8% |
| All | +39.3% | +54.6% | -15.3% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling