-48.0%
SE vs CVE
+61.2%
-109.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +1.1% |
| 7D | -1.5% | +4.6% | -6.1% | -0.5% |
| 30D | -22.3% | -12.0% | -10.3% | -24.1% |
| 3M | -41.8% | -3.8% | -38.0% | -42.2% |
| 6M | -22.4% | -2.7% | -19.7% | -21.9% |
| YTD | -41.6% | +73.6% | -115.2% | -38.8% |
| 1Y | -48.0% | +62.0% | -110.0% | -45.1% |
| All | -48.0% | +61.2% | -109.2% | -45.1% |
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 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