+5.5%
IYR vs CVE
+317.2%
-311.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.2% | +2.5% | -3.7% | -1.5% |
| 30D | -2.9% | +16.7% | -19.6% | -4.5% |
| 3M | +0.8% | +9.3% | -8.4% | -0.4% |
| 6M | +1.9% | +43.6% | -41.7% | -3.0% |
| YTD | +9.6% | +93.6% | -84.0% | +0.3% |
| 1Y | +8.1% | +98.8% | -90.7% | -1.7% |
| 3Y | +29.2% | +73.6% | -44.4% | +17.2% |
| All | +5.5% | +317.2% | -311.8% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling