+20.2%
SGOV vs CVE
+350.0%
-329.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +0.3% | +13.2% | -12.9% | +0.3% |
| 3M | +0.9% | +21.7% | -20.8% | +0.9% |
| 6M | +1.8% | +48.4% | -46.5% | +1.9% |
| YTD | +2.5% | +100.1% | -97.6% | +2.5% |
| 1Y | +3.8% | +107.8% | -104.1% | +3.8% |
| 3Y | +14.4% | +76.9% | -62.5% | +14.4% |
| 5Y | +20.2% | +346.2% | -326.1% | +20.1% |
| All | +20.2% | +350.0% | -329.8% | +20.1% |
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 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