+18.2%
SKHY vs CVE
+28.2%
-10.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.2% | +6.7% |
| 7D | +20.4% | +2.0% | +18.4% | +19.4% |
| 30D | +46.8% | +13.2% | +33.6% | +36.8% |
| All | +18.2% | +28.2% | -10.0% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling