+365.1%
SE vs CVE
+228.2%
+136.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -2.9% | -5.1% |
| 7D | -1.2% | -14.1% | +12.9% | +1.6% |
| 30D | -21.7% | -11.6% | -10.0% | -20.0% |
| 3M | -34.2% | 0.0% | -34.2% | -34.7% |
| 6M | -10.5% | -8.4% | -2.1% | -10.2% |
| YTD | -40.7% | +65.9% | -106.6% | -48.1% |
| 1Y | -52.1% | +69.4% | -121.5% | -58.3% |
| 3Y | +68.9% | +55.9% | +12.9% | +46.7% |
| 5Y | -78.9% | +146.2% | -225.0% | -83.5% |
| All | +365.1% | +228.2% | +136.9% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling