-73.1%
SMR vs CVE
+99.6%
-172.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.6% |
| 7D | +4.4% | +2.5% | +1.9% | +4.6% |
| 30D | +3.4% | +16.7% | -13.3% | +4.0% |
| 3M | -19.2% | +9.3% | -28.4% | -17.7% |
| 6M | -22.6% | +43.6% | -66.2% | -29.0% |
| YTD | -31.5% | +93.6% | -125.1% | -42.3% |
| 1Y | -73.1% | +98.8% | -171.8% | -75.4% |
| All | -73.1% | +99.6% | -172.7% | -75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling