+200.4%
SE vs CVE
+72.1%
+128.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -6.1% | +2.5% | -8.6% | -6.5% |
| 30D | -2.5% | +16.7% | -19.2% | -5.4% |
| 3M | +21.7% | +9.3% | +12.5% | +19.3% |
| 6M | +27.0% | +43.6% | -16.6% | +14.6% |
| YTD | -12.1% | +93.6% | -105.7% | -27.6% |
| 1Y | -40.9% | +98.8% | -139.7% | -52.1% |
| All | +200.4% | +72.1% | +128.4% | +143.6% |
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