-78.9%
SE vs CVE
+148.3%
-227.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -2.9% | -5.1% |
| 7D | -1.2% | -14.1% | +12.9% | +1.8% |
| 30D | -21.7% | -11.6% | -10.0% | -19.9% |
| 3M | -34.2% | 0.0% | -34.2% | -35.0% |
| 6M | -10.5% | -8.4% | -2.1% | -10.3% |
| YTD | -40.7% | +65.9% | -106.6% | -50.3% |
| 1Y | -52.1% | +69.4% | -121.5% | -60.2% |
| 3Y | +68.9% | +55.9% | +12.9% | +38.5% |
| 5Y | -78.9% | +146.2% | -225.0% | -84.8% |
| All | -78.9% | +148.3% | -227.2% | -84.8% |
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