-53.7%
SMR vs CVE
+103.6%
-157.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.6% |
| 7D | -8.3% | +5.9% | -14.2% | -10.4% |
| 30D | -20.1% | -10.9% | -9.2% | -16.8% |
| 3M | -52.7% | -4.5% | -48.2% | -52.3% |
| 6M | -61.0% | -1.0% | -60.1% | -61.8% |
| YTD | -67.1% | +74.7% | -141.9% | -76.1% |
| 1Y | -79.9% | +65.8% | -145.7% | -85.0% |
| 3Y | +101.7% | +73.2% | +28.5% | +44.5% |
| All | -53.7% | +103.6% | -157.2% | -67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling