+30.8%
IYR vs CVE
+72.1%
-41.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.2% | +2.5% | -3.7% | -1.4% |
| 30D | -2.9% | +16.7% | -19.6% | -4.1% |
| 3M | +0.8% | +9.3% | -8.4% | 0.0% |
| 6M | +1.9% | +43.6% | -41.7% | -2.2% |
| YTD | +9.6% | +93.6% | -84.0% | +1.3% |
| 1Y | +8.1% | +98.8% | -90.7% | -0.6% |
| All | +30.8% | +72.1% | -41.2% | +16.0% |
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 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