+589.4%
SE vs CVE
+283.0%
+306.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -6.1% | +2.5% | -8.6% | -6.6% |
| 30D | -2.5% | +16.7% | -19.2% | -5.7% |
| 3M | +21.7% | +9.3% | +12.5% | +18.7% |
| 6M | +27.0% | +43.6% | -16.6% | +16.1% |
| YTD | -12.1% | +93.6% | -105.7% | -25.0% |
| 1Y | -40.9% | +98.8% | -139.7% | -50.1% |
| 3Y | +191.0% | +73.6% | +117.4% | +148.8% |
| 5Y | -68.3% | +312.5% | -380.8% | -77.5% |
| All | +589.4% | +283.0% | +306.4% | +338.1% |
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 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