+363.5%
SE vs CVE
+245.7%
+117.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.0% |
| 7D | -0.5% | +5.9% | -6.4% | -1.6% |
| 30D | -20.9% | -10.9% | -10.1% | -19.4% |
| 3M | -38.9% | -4.5% | -34.4% | -38.8% |
| 6M | -19.4% | -1.0% | -18.4% | -20.4% |
| YTD | -40.9% | +74.7% | -115.7% | -48.8% |
| 1Y | -46.2% | +65.8% | -112.0% | -52.9% |
| 3Y | +63.7% | +73.2% | -9.5% | +39.3% |
| 5Y | -77.9% | +155.6% | -233.5% | -82.9% |
| All | +363.5% | +245.7% | +117.8% | +199.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling